-26.1%
SNOW vs PSX
+306.7%
-332.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.7% |
| 7D | +5.5% | +7.8% | -2.3% | +3.8% |
| 30D | -13.2% | -10.9% | -2.3% | -11.1% |
| 3M | -13.7% | +14.5% | -28.2% | -16.8% |
| 6M | +91.0% | +56.1% | +34.9% | +71.0% |
| YTD | +32.7% | +109.6% | -76.9% | +9.8% |
| 1Y | +13.3% | +95.5% | -82.3% | -4.8% |
| 3Y | +83.4% | +156.2% | -72.8% | +40.5% |
| All | -26.1% | +306.7% | -332.8% | -49.9% |
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 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