+3.3%
SNOW vs OSCR
+96.8%
-93.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -1.0% | +10.7% | -11.7% | -3.1% |
| 3M | +36.9% | +13.4% | +23.5% | +32.4% |
| 6M | +83.4% | +144.6% | -61.2% | +50.3% |
| YTD | +50.0% | +128.0% | -78.1% | +24.1% |
| 1Y | +46.5% | +68.7% | -22.1% | +26.1% |
| 3Y | +93.3% | +398.8% | -305.5% | +7.5% |
| All | +3.3% | +96.8% | -93.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling