+30.5%
SNOW vs RSG
+148.2%
-117.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +8.4% | 0.0% | +8.4% | +8.5% |
| 30D | -1.0% | +3.7% | -4.6% | -2.0% |
| 3M | +38.3% | +6.2% | +32.2% | +35.5% |
| 6M | +81.3% | -2.8% | +84.1% | +83.0% |
| YTD | +51.1% | +5.9% | +45.2% | +48.0% |
| 1Y | +47.0% | -1.8% | +48.7% | +47.5% |
| 3Y | +99.7% | +57.5% | +42.3% | +65.5% |
| 5Y | +3.6% | +91.1% | -87.5% | -17.1% |
| All | +30.5% | +148.2% | -117.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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