+8.4%
SNOW vs REPL
+163.1%
-154.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.6% | +5.5% |
| 7D | +0.2% | +14.2% | -14.1% | +0.2% |
| 30D | -21.1% | +65.9% | -86.9% | -21.1% |
| 3M | -11.9% | +84.6% | -96.5% | -12.0% |
| 6M | +91.0% | +446.9% | -356.0% | +90.7% |
| YTD | +32.7% | +129.0% | -96.3% | +37.3% |
| All | +8.4% | +163.1% | -154.7% | +10.2% |
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