+102.2%
SNOW vs ON
-28.0%
+130.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.2% |
| 7D | +4.9% | -2.2% | +7.1% | +5.3% |
| 30D | +1.5% | -12.4% | +13.9% | +3.7% |
| 3M | +39.5% | -41.2% | +80.7% | +49.3% |
| 6M | +85.9% | +25.0% | +60.9% | +60.5% |
| YTD | +52.9% | +31.3% | +21.7% | +29.7% |
| 1Y | +48.1% | +45.4% | +2.7% | +21.6% |
| 3Y | +102.2% | -27.4% | +129.6% | +93.3% |
| All | +102.2% | -28.0% | +130.2% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling