+37.1%
SNOW vs S
-57.7%
+94.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +8.4% | -1.2% | +9.6% | +9.1% |
| 30D | -1.0% | -12.6% | +11.6% | +5.6% |
| 3M | +38.3% | +27.6% | +10.8% | +19.7% |
| 6M | +81.3% | +35.5% | +45.8% | +51.9% |
| YTD | +51.1% | +29.6% | +21.5% | +30.1% |
| 1Y | +47.0% | +8.1% | +38.8% | +37.5% |
| 3Y | +99.7% | +14.8% | +85.0% | +66.9% |
| 5Y | +3.6% | -70.6% | +74.2% | +41.5% |
| All | +37.1% | -57.7% | +94.8% | +70.2% |
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