+17.6%
SNOW vs REPL
-8.0%
+25.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | +10.8% | +9.8% | +1.0% | +10.3% |
| 30D | -16.5% | +81.5% | -98.0% | -18.9% |
| 3M | -10.1% | +44.2% | -54.3% | -11.9% |
| 6M | +96.5% | +437.4% | -340.9% | +73.3% |
| YTD | +36.2% | +126.1% | -90.0% | +22.0% |
| 1Y | +10.7% | +143.1% | -132.4% | -1.4% |
| 3Y | +86.2% | +97.8% | -11.6% | +31.1% |
| 5Y | -22.7% | -34.3% | +11.6% | -36.6% |
| All | +17.6% | -8.0% | +25.6% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling