+24.4%
SNOW vs PL
+45.6%
-21.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +0.2% | +5.6% | -5.4% | -1.2% |
| 30D | -19.8% | -16.9% | -2.9% | -16.6% |
| 3M | -11.6% | -38.2% | +26.6% | -2.6% |
| 6M | +94.0% | -63.4% | +157.5% | +134.1% |
| YTD | +34.8% | -27.6% | +62.5% | +30.8% |
| 1Y | +10.1% | +6.6% | +3.6% | -5.5% |
| 3Y | +84.4% | +557.6% | -473.2% | -26.7% |
| 5Y | -18.1% | +39.5% | -57.6% | -57.2% |
| All | +24.4% | +45.6% | -21.2% | -35.7% |
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