+5.5%
SNOW vs P
+283.1%
-277.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | +4.9% | +7.8% | -2.9% | +2.0% |
| 30D | +1.5% | +12.3% | -10.8% | -4.3% |
| 3M | +39.5% | +37.1% | +2.4% | +19.2% |
| 6M | +85.9% | +66.1% | +19.8% | +38.8% |
| YTD | +52.9% | +50.9% | +2.0% | +18.3% |
| 1Y | +48.1% | +27.2% | +20.9% | +18.1% |
| 3Y | +102.2% | +158.7% | -56.5% | -8.9% |
| 5Y | +5.5% | +291.1% | -285.6% | -63.3% |
| All | +5.5% | +283.1% | -277.6% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling