+22.5%
SNOW vs PL
+46.6%
-24.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.5% | -9.0% | +2.2% |
| 7D | +0.2% | +10.9% | -10.7% | -2.4% |
| 30D | -21.1% | -16.4% | -4.7% | -18.0% |
| 3M | -11.9% | -39.9% | +28.0% | -2.3% |
| 6M | +91.0% | -63.2% | +154.2% | +130.1% |
| YTD | +32.7% | -27.1% | +59.9% | +28.6% |
| 1Y | +10.8% | +12.2% | -1.4% | -6.3% |
| 3Y | +86.2% | +584.3% | -498.1% | -27.1% |
| 5Y | -22.7% | +37.0% | -59.7% | -59.2% |
| All | +22.5% | +46.6% | -24.2% | -36.8% |
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