+91.3%
SNOW vs RBA
+42.3%
+49.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -9.9% | +4.3% | -14.1% | -11.1% |
| 30D | -17.1% | +16.3% | -33.4% | -21.1% |
| 3M | -13.2% | +1.3% | -14.6% | -13.9% |
| 6M | +97.4% | -11.1% | +108.5% | +102.1% |
| YTD | +25.8% | -8.5% | +34.2% | +27.1% |
| 1Y | +4.2% | -2.1% | +6.3% | +2.9% |
| 3Y | +91.3% | +44.6% | +46.8% | +74.5% |
| All | +91.3% | +42.3% | +49.0% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling