+16.0%
SNOW vs PL
+28.1%
-12.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.4% | -8.0% | 0.0% |
| 7D | -9.9% | -6.8% | -3.0% | -8.5% |
| 30D | -17.1% | -29.3% | +12.2% | -10.5% |
| 3M | -13.2% | -44.8% | +31.5% | -1.9% |
| 6M | +97.4% | -68.4% | +165.8% | +145.0% |
| YTD | +25.8% | -36.4% | +62.1% | +25.8% |
| 1Y | +4.2% | +0.7% | +3.5% | -9.7% |
| 3Y | +91.3% | +455.3% | -364.0% | -20.4% |
| 5Y | -24.4% | +22.7% | -47.1% | -58.8% |
| All | +16.0% | +28.1% | -12.0% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling