+30.5%
SNOW vs RRX
+79.5%
-49.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +8.4% | -0.7% | +9.1% | +8.7% |
| 30D | -1.0% | -8.0% | +7.0% | +1.5% |
| 3M | +38.3% | -25.1% | +63.4% | +48.2% |
| 6M | +81.3% | -18.3% | +99.6% | +82.2% |
| YTD | +51.1% | +14.2% | +37.0% | +29.3% |
| 1Y | +47.0% | +13.0% | +33.9% | +24.7% |
| 3Y | +99.7% | +4.2% | +95.6% | +65.9% |
| 5Y | +3.6% | +17.9% | -14.3% | -19.5% |
| All | +30.5% | +79.5% | -49.0% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling