+86.2%
SNOW vs S
+49.1%
+37.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +1.4% |
| 7D | +0.2% | +1.6% | -1.4% | -0.6% |
| 30D | -21.1% | -10.5% | -10.6% | -16.7% |
| 3M | -11.9% | +9.9% | -21.8% | -17.5% |
| 6M | +91.0% | +41.8% | +49.2% | +55.0% |
| YTD | +32.7% | +56.8% | -24.1% | +2.3% |
| 1Y | +10.8% | +39.0% | -28.2% | -10.4% |
| 3Y | +86.2% | +53.8% | +32.4% | +74.2% |
| All | +86.2% | +49.1% | +37.1% | +74.2% |
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 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