+94.8%
SNOW vs PSX
+134.3%
-39.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +8.4% | +1.8% | +6.6% | +7.9% |
| 30D | -1.0% | +21.6% | -22.6% | -5.6% |
| 3M | +38.3% | +46.5% | -8.1% | +25.6% |
| 6M | +81.3% | +62.0% | +19.3% | +59.9% |
| YTD | +51.1% | +106.3% | -55.2% | +24.5% |
| 1Y | +47.0% | +103.0% | -56.0% | +20.9% |
| All | +94.8% | +134.3% | -39.5% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling