+29.6%
SNOW vs RRX
+82.5%
-53.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -1.0% | -6.1% | +5.2% | +0.8% |
| 3M | +36.9% | -23.1% | +59.9% | +45.6% |
| 6M | +83.4% | -19.5% | +102.9% | +85.8% |
| YTD | +50.0% | +16.1% | +33.9% | +27.6% |
| 1Y | +46.5% | +12.9% | +33.6% | +24.7% |
| 3Y | +93.3% | +7.9% | +85.4% | +58.3% |
| 5Y | +3.3% | +19.1% | -15.8% | -20.1% |
| All | +29.6% | +82.5% | -53.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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