-18.1%
SNOW vs ROP
+0.5%
-18.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.1% |
| 7D | +0.2% | +0.2% | +0.1% | -0.2% |
| 30D | -19.8% | +30.3% | -50.1% | -36.8% |
| 3M | -11.6% | +17.8% | -29.4% | -24.1% |
| 6M | +94.0% | +38.9% | +55.1% | +41.7% |
| YTD | +34.8% | +7.6% | +27.2% | +23.8% |
| 1Y | +10.1% | +6.5% | +3.7% | +2.0% |
| 3Y | +84.4% | -6.3% | +90.7% | +88.7% |
| 5Y | -18.1% | +0.9% | -19.0% | -24.3% |
| All | -18.1% | +0.5% | -18.6% | -24.3% |
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