+14.6%
SNOW vs RIG
+422.6%
-408.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.1% |
| 7D | +5.5% | +5.7% | -0.2% | +4.7% |
| 30D | -13.2% | -0.7% | -12.4% | -13.2% |
| 3M | -13.7% | -3.1% | -10.6% | -13.8% |
| 6M | +91.0% | -16.3% | +107.3% | +93.7% |
| YTD | +32.7% | +34.1% | -1.5% | +26.1% |
| 1Y | +13.3% | +38.2% | -24.9% | +7.2% |
| 3Y | +83.4% | -15.3% | +98.7% | +77.4% |
| 5Y | -24.7% | +62.5% | -87.2% | -33.9% |
| All | +14.6% | +422.6% | -408.0% | -9.7% |
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 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