+52.0%
SNOW vs REPL
+161.1%
-109.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.4% |
| 7D | +2.8% | -3.0% | +5.8% | +2.8% |
| 30D | +6.4% | +27.1% | -20.7% | +6.4% |
| 3M | +38.1% | +52.4% | -14.3% | +38.3% |
| 6M | +100.4% | +107.4% | -7.1% | +100.8% |
| YTD | +53.7% | +54.7% | -1.0% | +54.5% |
| 1Y | +52.0% | +158.9% | -106.9% | +51.5% |
| All | +52.0% | +161.1% | -109.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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