+91.3%
SNOW vs ROIV
+314.9%
-223.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.6% |
| 7D | -9.9% | +5.3% | -15.2% | -11.2% |
| 30D | -17.1% | +11.9% | -29.0% | -19.8% |
| 3M | -13.2% | +10.7% | -24.0% | -16.6% |
| 6M | +97.4% | +34.9% | +62.5% | +75.7% |
| YTD | +25.8% | +79.2% | -53.4% | -1.1% |
| 1Y | +4.2% | +89.0% | -84.8% | -20.2% |
| 3Y | +91.3% | +337.3% | -246.0% | -3.1% |
| All | +91.3% | +314.9% | -223.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling