+32.8%
SNOW vs RIG
+451.9%
-419.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -5.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +6.4% | +13.8% | -7.4% | +4.6% |
| 3M | +38.1% | -6.4% | +44.5% | +38.7% |
| 6M | +100.4% | -8.2% | +108.6% | +101.1% |
| YTD | +53.7% | +41.6% | +12.1% | +45.6% |
| 1Y | +52.0% | +88.7% | -36.8% | +38.2% |
| 3Y | +114.7% | -30.9% | +145.5% | +112.5% |
| 5Y | +8.8% | +57.7% | -48.9% | -4.7% |
| All | +32.8% | +451.9% | -419.1% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling