+83.4%
SNOW vs RUN
-7.3%
+90.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | +5.5% | -13.5% | +19.0% | +6.1% |
| 30D | -13.2% | +18.3% | -31.5% | -14.0% |
| 3M | -13.7% | -12.5% | -1.3% | -13.5% |
| 6M | +91.0% | -40.3% | +131.3% | +94.5% |
| YTD | +32.7% | -53.1% | +85.8% | +35.9% |
| 1Y | +13.3% | -54.3% | +67.5% | +16.0% |
| 3Y | +83.4% | -6.5% | +89.9% | +71.6% |
| All | +83.4% | -7.3% | +90.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling