+8.4%
SNOW vs RBA
-4.2%
+12.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.9% |
| 7D | +0.2% | +2.5% | -2.3% | -0.5% |
| 30D | -21.1% | +11.6% | -32.6% | -23.4% |
| 3M | -11.9% | +1.5% | -13.4% | -12.1% |
| 6M | +91.0% | -6.6% | +97.6% | +90.6% |
| YTD | +32.7% | -6.3% | +39.0% | +29.5% |
| All | +8.4% | -4.2% | +12.6% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling