+32.8%
SNOW vs OMC
+90.0%
-57.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.6% |
| 7D | +2.8% | -6.4% | +9.2% | +5.2% |
| 30D | +6.4% | +1.1% | +5.3% | +6.2% |
| 3M | +38.1% | +10.4% | +27.7% | +33.1% |
| 6M | +100.4% | -1.7% | +102.1% | +100.7% |
| YTD | +53.7% | +4.4% | +49.3% | +50.3% |
| 1Y | +52.0% | +8.4% | +43.5% | +45.7% |
| 3Y | +114.7% | +14.4% | +100.3% | +100.4% |
| 5Y | +8.8% | +33.9% | -25.1% | +0.1% |
| All | +32.8% | +90.0% | -57.2% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling