+52.0%
SNOW vs PL
+176.6%
-124.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -5.3% |
| 7D | +2.8% | -9.3% | +12.1% | +3.3% |
| 30D | +6.4% | -18.9% | +25.3% | +7.7% |
| 3M | +38.1% | -58.4% | +96.5% | +45.0% |
| 6M | +100.4% | -30.3% | +130.7% | +99.7% |
| YTD | +53.7% | -8.1% | +61.8% | +49.8% |
| 1Y | +52.0% | +180.5% | -128.5% | +42.3% |
| All | +52.0% | +176.6% | -124.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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