+41.8%
SNOW vs PL
+84.9%
-43.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -5.1% |
| 7D | +2.8% | -9.3% | +12.1% | +4.6% |
| 30D | +6.4% | -18.9% | +25.3% | +11.0% |
| 3M | +38.1% | -58.4% | +96.5% | +63.9% |
| 6M | +100.4% | -30.3% | +130.7% | +101.1% |
| YTD | +53.7% | -8.1% | +61.8% | +42.2% |
| 1Y | +52.0% | +180.5% | -128.5% | -2.4% |
| 3Y | +114.7% | +444.1% | -329.5% | -5.0% |
| 5Y | +8.8% | +83.0% | -74.3% | -44.9% |
| All | +41.8% | +84.9% | -43.1% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling