+17.6%
SNOW vs RVTY
+33.3%
-15.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.4% |
| 7D | +10.8% | +4.1% | +6.7% | +8.7% |
| 30D | -16.5% | +1.3% | -17.8% | -16.9% |
| 3M | -10.1% | +33.3% | -43.4% | -22.7% |
| 6M | +96.5% | +58.3% | +38.2% | +53.4% |
| YTD | +36.2% | +62.7% | -26.5% | +3.4% |
| 1Y | +10.7% | +67.2% | -56.5% | -17.5% |
| 3Y | +86.2% | +87.3% | -1.1% | +17.7% |
| 5Y | -22.7% | -13.4% | -9.3% | -16.8% |
| All | +17.6% | +33.3% | -15.6% | -7.1% |
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