+22.3%
SNOW vs S
-49.1%
+71.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +0.2% | +1.4% | -1.1% | -0.5% |
| 30D | -19.8% | -10.8% | -9.0% | -14.9% |
| 3M | -11.6% | +5.4% | -17.0% | -15.8% |
| 6M | +94.0% | +41.2% | +52.8% | +56.6% |
| YTD | +34.8% | +56.2% | -21.4% | +3.8% |
| 1Y | +10.1% | +36.3% | -26.2% | -9.8% |
| 3Y | +84.4% | +49.4% | +35.0% | +32.0% |
| 5Y | -18.1% | -66.9% | +48.8% | +2.7% |
| All | +22.3% | -49.1% | +71.4% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling