+100.4%
SNOW vs ON
+15.3%
+85.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.3% |
| 7D | +2.8% | +2.4% | +0.4% | +3.1% |
| 30D | +6.4% | -3.3% | +9.7% | +5.9% |
| 3M | +38.1% | -43.6% | +81.7% | +25.2% |
| 6M | +100.4% | +19.0% | +81.4% | +98.1% |
| All | +100.4% | +15.3% | +85.1% | +98.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling