+46.0%
SNOW vs RGEN
+39.1%
+6.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -7.5% | -2.9% | -4.6% | -6.5% |
| 30D | -1.3% | -0.1% | -1.3% | -1.6% |
| 3M | +37.4% | +25.9% | +11.5% | +23.4% |
| 6M | +88.1% | +35.2% | +52.9% | +60.8% |
| YTD | +50.3% | +0.5% | +49.8% | +41.8% |
| 1Y | +46.0% | +37.0% | +9.0% | +31.1% |
| All | +46.0% | +39.1% | +6.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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