+3.6%
SNOW vs ON
+57.7%
-54.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +8.4% | -1.9% | +10.3% | +9.1% |
| 30D | -1.0% | -11.0% | +10.1% | +3.1% |
| 3M | +38.3% | -39.3% | +77.6% | +58.0% |
| 6M | +81.3% | +19.8% | +61.5% | +46.9% |
| YTD | +51.1% | +31.1% | +20.0% | +16.3% |
| 1Y | +47.0% | +46.0% | +1.0% | +6.5% |
| 3Y | +99.7% | -27.5% | +127.3% | +84.4% |
| 5Y | +3.6% | +56.9% | -53.3% | -38.4% |
| All | +3.6% | +57.7% | -54.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling