+5.5%
SNOW vs S
-72.3%
+77.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +4.9% | -5.8% | +10.7% | +8.5% |
| 30D | +1.5% | -9.2% | +10.7% | +6.1% |
| 3M | +39.5% | +23.4% | +16.2% | +22.3% |
| 6M | +85.9% | +36.9% | +49.0% | +53.8% |
| YTD | +52.9% | +29.5% | +23.4% | +30.9% |
| 1Y | +48.1% | +5.4% | +42.7% | +40.0% |
| 3Y | +102.2% | +14.7% | +87.5% | +66.8% |
| 5Y | +5.5% | -71.5% | +77.0% | +53.9% |
| All | +5.5% | -72.3% | +77.8% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling