-26.1%
SNOW vs P
+279.3%
-305.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | +5.5% | +11.6% | -6.1% | +1.0% |
| 30D | -13.2% | -23.7% | +10.5% | -4.1% |
| 3M | -13.7% | -8.0% | -5.8% | -12.7% |
| 6M | +91.0% | +27.9% | +63.1% | +61.4% |
| YTD | +32.7% | +61.2% | -28.5% | -1.4% |
| 1Y | +13.3% | +28.6% | -15.4% | -10.5% |
| 3Y | +83.4% | +200.5% | -117.1% | -26.0% |
| All | -26.1% | +279.3% | -305.4% | -74.7% |
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