+4.1%
SNOW vs RUN
-80.9%
+84.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.5% |
| 7D | +8.4% | -1.8% | +10.2% | +8.7% |
| 30D | -1.0% | -10.8% | +9.9% | +0.6% |
| 3M | +38.3% | -30.2% | +68.5% | +45.0% |
| 6M | +81.3% | -22.3% | +103.6% | +85.0% |
| YTD | +51.1% | -52.2% | +103.3% | +63.9% |
| 1Y | +47.0% | -45.1% | +92.1% | +53.9% |
| 3Y | +99.7% | -37.1% | +136.8% | +53.3% |
| All | +4.1% | -80.9% | +84.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling