+13.3%
SNOW vs Q
+80.0%
-66.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.5% |
| 7D | +3.7% | +6.6% | -2.9% | +2.7% |
| 30D | -16.4% | +2.7% | -19.1% | -16.9% |
| 3M | -9.9% | -8.4% | -1.5% | -9.7% |
| 6M | +98.8% | -17.3% | +116.1% | +97.6% |
| YTD | +37.3% | +55.3% | -18.0% | +14.9% |
| 1Y | +11.0% | +31.5% | -20.4% | -6.2% |
| All | +13.3% | +80.0% | -66.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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