+9.5%
SNOW vs PSX
+97.5%
-88.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.5% |
| 7D | -14.5% | -5.2% | -9.3% | -14.4% |
| 30D | -14.3% | -3.7% | -10.5% | -14.4% |
| 3M | -8.3% | +26.8% | -35.0% | -9.9% |
| 6M | +101.5% | +47.3% | +54.2% | +95.9% |
| YTD | +32.5% | +105.4% | -72.9% | +33.6% |
| 1Y | +9.5% | +96.9% | -87.4% | +8.2% |
| All | +9.5% | +97.5% | -88.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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