+29.6%
SNOW vs PSX
+456.7%
-427.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -1.0% | +15.6% | -16.6% | -3.4% |
| 3M | +36.9% | +46.5% | -9.6% | +28.3% |
| 6M | +83.4% | +55.0% | +28.3% | +69.9% |
| YTD | +50.0% | +105.3% | -55.3% | +32.4% |
| 1Y | +46.5% | +101.6% | -55.1% | +29.4% |
| 3Y | +93.3% | +134.1% | -40.8% | +64.4% |
| 5Y | +3.3% | +368.7% | -365.4% | -16.9% |
| All | +29.6% | +456.7% | -427.1% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling