+18.6%
SNOW vs RVTY
+34.3%
-15.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | +3.7% | -0.7% | +4.4% | +4.2% |
| 30D | -16.4% | +1.7% | -18.2% | -17.0% |
| 3M | -9.9% | +36.8% | -46.7% | -23.5% |
| 6M | +98.8% | +60.1% | +38.7% | +54.3% |
| YTD | +37.3% | +64.0% | -26.7% | +3.9% |
| 1Y | +11.0% | +68.2% | -57.2% | -17.5% |
| 3Y | +87.8% | +88.8% | -1.0% | +18.3% |
| 5Y | -18.4% | -10.5% | -7.9% | -13.6% |
| All | +18.6% | +34.3% | -15.7% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling