+32.1%
SNOW vs PSX
+456.0%
-423.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +4.9% | +2.8% | +2.1% | +4.4% |
| 30D | +1.5% | +27.8% | -26.2% | -2.6% |
| 3M | +39.5% | +42.0% | -2.5% | +31.4% |
| 6M | +85.9% | +58.1% | +27.8% | +71.7% |
| YTD | +52.9% | +105.0% | -52.1% | +35.0% |
| 1Y | +48.1% | +104.9% | -56.8% | +30.4% |
| 3Y | +102.2% | +134.1% | -31.9% | +71.9% |
| 5Y | +5.5% | +363.8% | -358.4% | -15.1% |
| All | +32.1% | +456.0% | -423.9% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling