+32.8%
SNOW vs RGEN
+10.3%
+22.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +2.8% | -4.9% | +7.7% | +5.0% |
| 30D | +6.4% | +5.7% | +0.7% | +3.5% |
| 3M | +38.1% | +32.4% | +5.6% | +19.4% |
| 6M | +100.4% | +33.2% | +67.2% | +71.5% |
| YTD | +53.7% | +2.3% | +51.4% | +48.4% |
| 1Y | +52.0% | +39.0% | +13.0% | +25.9% |
| 3Y | +114.7% | -4.6% | +119.3% | +94.4% |
| 5Y | +8.8% | -42.7% | +51.5% | +16.9% |
| All | +32.8% | +10.3% | +22.5% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling