+9.5%
SNOW vs RVMD
+244.4%
-234.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.9% |
| 7D | -14.5% | +5.8% | -20.3% | -15.2% |
| 30D | -14.3% | -3.8% | -10.4% | -14.0% |
| 3M | -8.3% | +3.2% | -11.5% | -8.9% |
| 6M | +101.5% | +35.0% | +66.5% | +93.1% |
| YTD | +32.5% | +150.7% | -118.2% | +16.2% |
| 1Y | +9.5% | +241.0% | -231.5% | -17.6% |
| All | +9.5% | +244.4% | -234.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling