+14.6%
SNOW vs PSA
+92.4%
-77.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +5.5% | -1.4% | +6.9% | +5.9% |
| 30D | -13.2% | +15.2% | -28.3% | -17.2% |
| 3M | -13.7% | +2.2% | -16.0% | -14.6% |
| 6M | +91.0% | +11.7% | +79.3% | +83.0% |
| YTD | +32.7% | +32.0% | +0.6% | +18.5% |
| 1Y | +13.3% | +26.3% | -13.0% | +2.9% |
| 3Y | +83.4% | +52.4% | +31.0% | +46.2% |
| 5Y | -24.7% | +26.3% | -51.0% | -34.0% |
| All | +14.6% | +92.4% | -77.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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