+3.6%
SNOW vs RIG
+64.1%
-60.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +8.4% | -8.2% | +16.6% | +9.8% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +38.3% | -2.7% | +41.0% | +38.2% |
| 6M | +81.3% | -7.5% | +88.8% | +81.9% |
| YTD | +51.1% | +38.3% | +12.9% | +40.7% |
| 1Y | +47.0% | +81.8% | -34.9% | +29.5% |
| 3Y | +99.7% | -30.2% | +129.9% | +98.8% |
| 5Y | +3.6% | +59.9% | -56.3% | -17.7% |
| All | +3.6% | +64.1% | -60.5% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling