-26.1%
SNOW vs RF
+47.5%
-73.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.2% |
| 7D | +5.5% | +1.9% | +3.5% | +4.5% |
| 30D | -13.2% | +7.3% | -20.5% | -16.1% |
| 3M | -13.7% | -7.9% | -5.8% | -10.5% |
| 6M | +91.0% | +10.5% | +80.5% | +80.3% |
| YTD | +32.7% | +9.6% | +23.0% | +24.6% |
| 1Y | +13.3% | +20.3% | -7.0% | +1.1% |
| 3Y | +83.4% | +119.5% | -36.2% | +15.6% |
| All | -26.1% | +47.5% | -73.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling