+17.6%
SNOW vs ROP
+21.8%
-4.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +10.8% | -2.7% | +13.5% | +12.7% |
| 30D | -16.5% | +29.7% | -46.2% | -31.6% |
| 3M | -10.1% | +21.2% | -31.3% | -22.7% |
| 6M | +96.5% | +48.3% | +48.3% | +43.7% |
| YTD | +36.2% | +8.4% | +27.8% | +25.4% |
| 1Y | +10.7% | +6.0% | +4.7% | +3.7% |
| 3Y | +86.2% | -5.6% | +91.8% | +89.9% |
| 5Y | -22.7% | +1.3% | -24.0% | -29.3% |
| All | +17.6% | +21.8% | -4.2% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling