+30.5%
SNOW vs ROP
-0.7%
+31.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.2% |
| 7D | +8.4% | -6.1% | +14.5% | +13.8% |
| 30D | -1.0% | -3.4% | +2.4% | +1.7% |
| 3M | +38.3% | +16.7% | +21.6% | +21.4% |
| 6M | +81.3% | +8.1% | +73.2% | +70.2% |
| YTD | +51.1% | -11.7% | +62.8% | +63.5% |
| 1Y | +47.0% | -24.2% | +71.2% | +77.8% |
| 3Y | +99.7% | -19.0% | +118.7% | +130.7% |
| 5Y | +3.6% | -15.9% | +19.5% | +11.0% |
| All | +30.5% | -0.7% | +31.3% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling