+3.5%
SNOW vs PSX
+357.6%
-354.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -7.5% | +1.5% | -9.0% | -7.8% |
| 30D | -1.3% | +15.8% | -17.2% | -4.6% |
| 3M | +37.4% | +43.0% | -5.6% | +26.4% |
| 6M | +88.1% | +61.1% | +27.0% | +67.9% |
| YTD | +50.3% | +104.5% | -54.2% | +26.5% |
| 1Y | +46.0% | +102.5% | -56.5% | +22.7% |
| 3Y | +98.7% | +133.5% | -34.8% | +57.5% |
| 5Y | +3.5% | +367.0% | -363.4% | -29.5% |
| All | +3.5% | +357.6% | -354.1% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling