+29.8%
SNOW vs ON
+214.2%
-184.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -7.5% | -4.7% | -2.8% | -5.9% |
| 30D | -1.3% | -13.5% | +12.2% | +3.9% |
| 3M | +37.4% | -36.3% | +73.7% | +54.5% |
| 6M | +88.1% | +17.8% | +70.3% | +54.0% |
| YTD | +50.3% | +29.6% | +20.7% | +16.6% |
| 1Y | +46.0% | +45.8% | +0.2% | +6.2% |
| 3Y | +98.7% | -28.3% | +127.0% | +82.8% |
| 5Y | +3.5% | +49.6% | -46.1% | -38.5% |
| All | +29.8% | +214.2% | -184.4% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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