-18.1%
SNOW vs ONTO
+122.9%
-141.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | +0.2% | -2.4% | +2.7% | +0.5% |
| 30D | -19.8% | -32.9% | +13.1% | -10.5% |
| 3M | -11.6% | -32.2% | +20.6% | -3.1% |
| 6M | +94.0% | -30.6% | +124.6% | +100.2% |
| YTD | +34.8% | +25.1% | +9.7% | +6.7% |
| 1Y | +10.1% | +40.0% | -29.9% | -17.2% |
| 3Y | +84.4% | +45.7% | +38.7% | +7.5% |
| 5Y | -18.1% | +128.8% | -146.9% | -69.0% |
| All | -18.1% | +122.9% | -141.0% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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