+5.5%
SNOW vs ROP
-14.2%
+19.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +2.0% |
| 7D | +4.9% | -5.4% | +10.3% | +10.4% |
| 30D | +1.5% | -1.6% | +3.2% | +3.1% |
| 3M | +39.5% | +18.8% | +20.7% | +17.5% |
| 6M | +85.9% | +8.2% | +77.7% | +72.0% |
| YTD | +52.9% | -10.5% | +63.4% | +66.5% |
| 1Y | +48.1% | -23.7% | +71.9% | +86.4% |
| 3Y | +102.2% | -17.9% | +120.0% | +132.6% |
| 5Y | +5.5% | -15.3% | +20.8% | +11.1% |
| All | +5.5% | -14.2% | +19.7% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling