+52.0%
SNOW vs PM
+16.6%
+35.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.5% | -6.2% |
| 7D | +2.8% | -4.9% | +7.7% | +0.8% |
| 30D | +6.4% | -3.4% | +9.8% | +5.1% |
| 3M | +38.1% | +5.2% | +32.9% | +40.9% |
| 6M | +100.4% | +3.7% | +96.7% | +101.7% |
| YTD | +53.7% | +15.8% | +37.9% | +60.0% |
| 1Y | +52.0% | +17.4% | +34.6% | +57.2% |
| All | +52.0% | +16.6% | +35.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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