+32.1%
SNOW vs RUN
-85.1%
+117.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.1% |
| 7D | +4.9% | +10.2% | -5.2% | +3.1% |
| 30D | +1.5% | -9.6% | +11.1% | +3.0% |
| 3M | +39.5% | -31.5% | +71.0% | +47.2% |
| 6M | +85.9% | -18.7% | +104.6% | +88.5% |
| YTD | +52.9% | -49.9% | +102.8% | +65.3% |
| 1Y | +48.1% | -45.5% | +93.6% | +55.7% |
| 3Y | +102.2% | -34.1% | +136.3% | +54.0% |
| 5Y | +5.5% | -79.4% | +84.9% | +2.1% |
| All | +32.1% | -85.1% | +117.2% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling