+3.6%
SNOW vs ROST
+108.0%
-104.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | +8.4% | -2.2% | +10.6% | +9.7% |
| 30D | -1.0% | -11.4% | +10.5% | +5.5% |
| 3M | +38.3% | -1.6% | +39.9% | +38.3% |
| 6M | +81.3% | +6.8% | +74.5% | +69.4% |
| YTD | +51.1% | +25.8% | +25.3% | +26.6% |
| 1Y | +47.0% | +52.4% | -5.4% | +7.7% |
| 3Y | +99.7% | +94.4% | +5.4% | +20.8% |
| 5Y | +3.6% | +108.2% | -104.6% | -45.8% |
| All | +3.6% | +108.0% | -104.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling