+32.8%
SNOW vs P
+546.2%
-513.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -6.0% |
| 7D | +2.8% | +6.5% | -3.7% | +0.3% |
| 30D | +6.4% | +18.8% | -12.4% | -2.5% |
| 3M | +38.1% | +26.7% | +11.3% | +20.5% |
| 6M | +100.4% | +62.2% | +38.2% | +48.6% |
| YTD | +53.7% | +48.5% | +5.2% | +17.8% |
| 1Y | +52.0% | +26.4% | +25.6% | +19.5% |
| 3Y | +114.7% | +159.4% | -44.8% | -6.9% |
| 5Y | +8.8% | +275.8% | -267.0% | -63.9% |
| All | +32.8% | +546.2% | -513.4% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling