+93.3%
SNOW vs RVMD
+537.4%
-444.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -3.0% | +0.5% | -2.0% |
| 30D | -1.0% | -0.7% | -0.3% | -0.9% |
| 3M | +36.9% | +36.5% | +0.3% | +30.3% |
| 6M | +83.4% | +104.6% | -21.3% | +62.6% |
| YTD | +50.0% | +155.8% | -105.9% | +27.1% |
| 1Y | +46.5% | +340.7% | -294.2% | +13.3% |
| 3Y | +93.3% | +519.9% | -426.6% | +33.0% |
| All | +93.3% | +537.4% | -444.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling