+32.8%
SNOW vs RRC
+486.7%
-453.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +6.4% | +10.1% | -3.7% | +4.3% |
| 3M | +38.1% | +4.0% | +34.1% | +36.7% |
| 6M | +100.4% | +1.6% | +98.8% | +98.9% |
| YTD | +53.7% | +19.7% | +34.0% | +47.3% |
| 1Y | +52.0% | +21.4% | +30.5% | +44.6% |
| 3Y | +114.7% | +29.7% | +85.0% | +99.3% |
| 5Y | +8.8% | +153.9% | -145.1% | -13.1% |
| All | +32.8% | +486.7% | -453.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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