+5.5%
SNOW vs RVTY
-32.1%
+37.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +1.5% | +10.8% | -9.3% | -3.9% |
| 3M | +39.5% | +26.8% | +12.8% | +22.1% |
| 6M | +85.9% | +39.3% | +46.6% | +53.9% |
| YTD | +52.9% | +31.6% | +21.3% | +29.8% |
| 1Y | +48.1% | +47.7% | +0.4% | +17.0% |
| 3Y | +102.2% | +19.9% | +82.2% | +66.2% |
| 5Y | +5.5% | -32.3% | +37.8% | +40.1% |
| All | +5.5% | -32.1% | +37.6% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling