+24.6%
SNOW vs S
-48.3%
+72.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.1% |
| 7D | +3.7% | +1.2% | +2.4% | +3.0% |
| 30D | -16.4% | -7.3% | -9.1% | -13.1% |
| 3M | -9.9% | +5.9% | -15.7% | -14.3% |
| 6M | +98.8% | +45.6% | +53.2% | +57.9% |
| YTD | +37.3% | +58.5% | -21.2% | +4.9% |
| 1Y | +11.0% | +37.6% | -26.6% | -9.5% |
| 3Y | +87.8% | +51.7% | +36.1% | +33.4% |
| 5Y | -18.4% | -67.5% | +49.1% | +2.3% |
| All | +24.6% | -48.3% | +72.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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