+102.2%
SNOW vs S
+13.8%
+88.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +4.9% | -5.8% | +10.7% | +8.3% |
| 30D | +1.5% | -9.2% | +10.7% | +5.9% |
| 3M | +39.5% | +23.4% | +16.2% | +22.7% |
| 6M | +85.9% | +36.9% | +49.0% | +54.4% |
| YTD | +52.9% | +29.5% | +23.4% | +30.9% |
| 1Y | +48.1% | +5.4% | +42.7% | +38.6% |
| 3Y | +102.2% | +14.7% | +87.5% | +64.4% |
| All | +102.2% | +13.8% | +88.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling