+29.8%
SNOW vs OMC
+82.7%
-52.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -7.5% | -6.2% | -1.3% | -5.5% |
| 30D | -1.3% | -7.6% | +6.2% | +1.4% |
| 3M | +37.4% | +7.4% | +30.0% | +33.6% |
| 6M | +88.1% | +0.1% | +87.9% | +87.3% |
| YTD | +50.3% | +0.4% | +49.9% | +48.9% |
| 1Y | +46.0% | +7.8% | +38.2% | +40.1% |
| 3Y | +98.7% | +11.8% | +86.9% | +87.0% |
| 5Y | +3.5% | +32.5% | -28.9% | -2.4% |
| All | +29.8% | +82.7% | -52.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling