-13.5%
SNOW vs ROIV
+232.7%
-246.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +6.4% | +1.0% | +5.5% | +6.1% |
| 3M | +38.1% | +18.3% | +19.8% | +32.6% |
| 6M | +100.4% | +18.3% | +82.1% | +91.3% |
| YTD | +53.7% | +61.0% | -7.3% | +36.1% |
| 1Y | +52.0% | +177.9% | -125.9% | +18.4% |
| 3Y | +114.7% | +199.1% | -84.4% | +60.9% |
| 5Y | +8.8% | +250.7% | -241.9% | -35.1% |
| All | -13.5% | +232.7% | -246.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling