+32.8%
SNOW vs ROST
+158.0%
-125.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | +6.4% | -8.9% | +15.3% | +10.6% |
| 3M | +38.1% | -0.8% | +38.9% | +37.7% |
| 6M | +100.4% | +8.5% | +91.9% | +89.0% |
| YTD | +53.7% | +28.6% | +25.1% | +32.7% |
| 1Y | +52.0% | +52.3% | -0.4% | +19.7% |
| 3Y | +114.7% | +94.8% | +19.8% | +47.4% |
| 5Y | +8.8% | +110.8% | -102.0% | -34.3% |
| All | +32.8% | +158.0% | -125.2% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling