+88.2%
SNOW vs P
+203.4%
-115.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.7% |
| 7D | +10.8% | +17.8% | -7.0% | +6.3% |
| 30D | -16.5% | -29.9% | +13.4% | -9.4% |
| 3M | -10.1% | -1.2% | -8.9% | -10.6% |
| 6M | +96.5% | +32.1% | +64.4% | +77.6% |
| YTD | +36.2% | +64.3% | -28.1% | +13.8% |
| 1Y | +10.7% | +24.3% | -13.6% | -2.0% |
| All | +88.2% | +203.4% | -115.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling