+96.5%
SNOW vs RGEN
+43.2%
+53.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.7% |
| 7D | +10.8% | -1.2% | +12.0% | +11.3% |
| 30D | -16.5% | -5.1% | -11.4% | -14.2% |
| 3M | -10.1% | +0.5% | -10.6% | -11.4% |
| 6M | +96.5% | +46.6% | +50.0% | +31.1% |
| All | +96.5% | +43.2% | +53.3% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling