+3.5%
SNOW vs RMBS
+258.2%
-254.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | -7.5% | +1.2% | -8.7% | -7.9% |
| 30D | -1.3% | -11.5% | +10.2% | +2.0% |
| 3M | +37.4% | -38.2% | +75.6% | +55.4% |
| 6M | +88.1% | -4.8% | +92.8% | +67.2% |
| YTD | +50.3% | -7.1% | +57.4% | +32.5% |
| 1Y | +46.0% | +10.7% | +35.3% | +14.5% |
| 3Y | +98.7% | +54.5% | +44.2% | +15.6% |
| 5Y | +3.5% | +261.7% | -258.1% | -71.9% |
| All | +3.5% | +258.2% | -254.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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