+32.1%
SNOW vs RBA
+56.6%
-24.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +4.9% | -1.1% | +6.0% | +5.4% |
| 30D | +1.5% | -13.2% | +14.7% | +8.0% |
| 3M | +39.5% | -21.4% | +60.9% | +53.0% |
| 6M | +85.9% | -20.9% | +106.8% | +102.9% |
| YTD | +52.9% | -19.9% | +72.8% | +65.4% |
| 1Y | +48.1% | -28.7% | +76.8% | +68.9% |
| 3Y | +102.2% | +27.4% | +74.8% | +68.9% |
| 5Y | +5.5% | +41.7% | -36.3% | -20.0% |
| All | +32.1% | +56.6% | -24.5% | -12.0% |
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