+98.8%
SNOW vs RGEN
+39.0%
+59.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +3.7% | -3.1% | +6.8% | +5.2% |
| 30D | -16.4% | +0.1% | -16.5% | -15.9% |
| 3M | -9.9% | +4.8% | -14.6% | -12.8% |
| 6M | +98.8% | +48.9% | +49.9% | +35.6% |
| All | +98.8% | +39.0% | +59.8% | +35.6% |
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