+93.3%
SNOW vs ROP
-19.1%
+112.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -4.6% | +2.2% | +1.1% |
| 30D | -1.0% | -1.7% | +0.7% | +0.5% |
| 3M | +36.9% | +17.1% | +19.8% | +19.2% |
| 6M | +83.4% | +10.9% | +72.5% | +68.0% |
| YTD | +50.0% | -12.1% | +62.1% | +62.8% |
| 1Y | +46.5% | -24.2% | +70.8% | +79.2% |
| 3Y | +93.3% | -20.4% | +113.7% | +111.4% |
| All | +93.3% | -19.1% | +112.5% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling