+29.8%
SNOW vs ROST
+152.7%
-122.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -7.5% | -2.5% | -5.0% | -6.5% |
| 30D | -1.3% | -10.3% | +9.0% | +3.2% |
| 3M | +37.4% | -2.6% | +40.0% | +38.1% |
| 6M | +88.1% | +6.5% | +81.5% | +78.8% |
| YTD | +50.3% | +25.9% | +24.4% | +30.9% |
| 1Y | +46.0% | +52.3% | -6.4% | +14.8% |
| 3Y | +98.7% | +94.6% | +4.1% | +36.3% |
| 5Y | +3.5% | +111.1% | -107.6% | -37.0% |
| All | +29.8% | +152.7% | -122.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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