+52.0%
SNOW vs P
+32.0%
+20.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.5% |
| 7D | +2.8% | +6.5% | -3.7% | +2.2% |
| 30D | +6.4% | +18.8% | -12.4% | +4.4% |
| 3M | +38.1% | +26.7% | +11.3% | +34.5% |
| 6M | +100.4% | +62.2% | +38.2% | +77.7% |
| YTD | +53.7% | +48.5% | +5.2% | +39.4% |
| 1Y | +52.0% | +26.4% | +25.6% | +31.4% |
| All | +52.0% | +32.0% | +20.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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