+29.8%
SNOW vs RVTY
+2.6%
+27.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | -7.5% | -7.4% | -0.1% | -3.9% |
| 30D | -1.3% | +4.5% | -5.8% | -3.8% |
| 3M | +37.4% | +19.5% | +18.0% | +24.0% |
| 6M | +88.1% | +34.1% | +53.9% | +58.4% |
| YTD | +50.3% | +25.3% | +25.1% | +30.6% |
| 1Y | +46.0% | +47.0% | -1.0% | +15.2% |
| 3Y | +98.7% | +14.1% | +84.6% | +67.5% |
| 5Y | +3.5% | -34.6% | +38.1% | +28.8% |
| All | +29.8% | +2.6% | +27.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling