+91.3%
SNOW vs RF
+104.8%
-13.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -9.9% | -0.9% | -9.0% | -9.5% |
| 30D | -17.1% | +6.0% | -23.1% | -19.0% |
| 3M | -13.2% | -8.9% | -4.3% | -10.1% |
| 6M | +97.4% | +2.3% | +95.1% | +94.1% |
| YTD | +25.8% | +7.6% | +18.2% | +20.1% |
| 1Y | +4.2% | +21.2% | -16.9% | -6.4% |
| 3Y | +91.3% | +108.5% | -17.2% | +40.2% |
| All | +91.3% | +104.8% | -13.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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