+9.5%
SNOW vs RIG
+43.0%
-33.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | -0.9% |
| 7D | -14.5% | -18.8% | +4.3% | -13.0% |
| 30D | -14.3% | -1.1% | -13.2% | -14.0% |
| 3M | -8.3% | +4.4% | -12.7% | -9.2% |
| 6M | +101.5% | -20.8% | +122.3% | +107.8% |
| YTD | +32.5% | +32.0% | +0.5% | +25.0% |
| 1Y | +9.5% | +39.7% | -30.3% | +1.8% |
| All | +9.5% | +43.0% | -33.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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