+17.6%
SNOW vs RBA
+80.3%
-62.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.2% |
| 7D | +10.8% | -0.5% | +11.4% | +11.1% |
| 30D | -16.5% | +6.8% | -23.4% | -19.2% |
| 3M | -10.1% | +9.5% | -19.6% | -14.2% |
| 6M | +96.5% | -8.2% | +104.7% | +100.6% |
| YTD | +36.2% | -7.7% | +43.9% | +37.6% |
| 1Y | +10.7% | -6.9% | +17.6% | +11.3% |
| 3Y | +86.2% | +61.6% | +24.6% | +38.9% |
| 5Y | -22.7% | +44.7% | -67.4% | -41.6% |
| All | +17.6% | +80.3% | -62.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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