-26.1%
SNOW vs OMC
+52.4%
-78.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | +5.5% | +1.9% | +3.6% | +4.5% |
| 30D | -13.2% | +12.2% | -25.4% | -18.5% |
| 3M | -13.7% | +0.6% | -14.3% | -14.4% |
| 6M | +91.0% | +21.0% | +70.0% | +70.3% |
| YTD | +32.7% | +12.4% | +20.3% | +22.4% |
| 1Y | +13.3% | +25.4% | -12.2% | -2.5% |
| 3Y | +83.4% | +29.2% | +54.2% | +43.6% |
| All | -26.1% | +52.4% | -78.5% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling