+16.5%
SNOW vs RBA
+83.9%
-67.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.2% | +3.2% | -3.0% | -1.1% |
| 30D | -19.8% | +12.0% | -31.8% | -24.1% |
| 3M | -11.6% | +2.9% | -14.5% | -13.3% |
| 6M | +94.0% | -6.3% | +100.3% | +96.2% |
| YTD | +34.8% | -5.9% | +40.7% | +35.1% |
| 1Y | +10.1% | -3.9% | +14.0% | +9.1% |
| 3Y | +84.4% | +64.9% | +19.5% | +36.4% |
| 5Y | -18.1% | +48.5% | -66.6% | -38.8% |
| All | +16.5% | +83.9% | -67.5% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling