+52.0%
SNOW vs ROP
-21.5%
+73.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -3.3% |
| 7D | +2.8% | -4.4% | +7.2% | +5.7% |
| 30D | +6.4% | +3.2% | +3.2% | +4.9% |
| 3M | +38.1% | +23.1% | +15.0% | +20.3% |
| 6M | +100.4% | +13.3% | +87.1% | +81.5% |
| YTD | +53.7% | -7.9% | +61.6% | +41.0% |
| 1Y | +52.0% | -22.1% | +74.0% | +40.1% |
| All | +52.0% | -21.5% | +73.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling