+9.5%
SNOW vs OSCR
+104.5%
-95.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.6% | -10.1% | -3.2% |
| 7D | -14.5% | +15.5% | -30.0% | -17.1% |
| 30D | -14.3% | +8.5% | -22.8% | -15.9% |
| 3M | -8.3% | +15.8% | -24.1% | -11.6% |
| 6M | +101.5% | +89.5% | +12.0% | +74.4% |
| YTD | +32.5% | +144.9% | -112.4% | +8.3% |
| 1Y | +9.5% | +105.1% | -95.6% | -9.7% |
| All | +9.5% | +104.5% | -95.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling