+32.8%
SNOW vs ON
+233.1%
-200.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.0% |
| 30D | +6.4% | -3.3% | +9.7% | +7.6% |
| 3M | +38.1% | -43.6% | +81.7% | +62.9% |
| 6M | +100.4% | +19.0% | +81.4% | +63.8% |
| YTD | +53.7% | +37.4% | +16.4% | +16.8% |
| 1Y | +52.0% | +54.8% | -2.8% | +8.2% |
| 3Y | +114.7% | -25.2% | +139.8% | +95.2% |
| 5Y | +8.8% | +62.7% | -54.0% | -37.4% |
| All | +32.8% | +233.1% | -200.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling