+7.9%
SNOW vs RF
+89.8%
-81.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.3% | +1.5% | +2.2% |
| 30D | +6.4% | -3.6% | +10.0% | +8.2% |
| 3M | +38.1% | +8.1% | +30.0% | +32.8% |
| 6M | +100.4% | +11.5% | +88.9% | +88.6% |
| YTD | +53.7% | +15.6% | +38.1% | +41.6% |
| 1Y | +52.0% | +15.7% | +36.3% | +39.2% |
| 3Y | +114.7% | +86.9% | +27.8% | +50.8% |
| All | +7.9% | +89.8% | -81.9% | -20.3% |
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