+32.8%
SNOW vs RVTY
+10.5%
+22.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.1% |
| 30D | +6.4% | +13.2% | -6.8% | -0.3% |
| 3M | +38.1% | +27.2% | +10.8% | +20.6% |
| 6M | +100.4% | +32.4% | +68.0% | +70.0% |
| YTD | +53.7% | +34.9% | +18.8% | +28.8% |
| 1Y | +52.0% | +52.4% | -0.4% | +18.0% |
| 3Y | +114.7% | +12.3% | +102.4% | +86.4% |
| 5Y | +8.8% | -30.8% | +39.6% | +31.7% |
| All | +32.8% | +10.5% | +22.3% | +15.7% |
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