+39.4%
SNOW vs S
-56.8%
+96.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +2.8% | -7.7% | +10.5% | +7.3% |
| 30D | +6.4% | -5.3% | +11.8% | +8.7% |
| 3M | +38.1% | +20.3% | +17.8% | +23.3% |
| 6M | +100.4% | +47.4% | +53.0% | +60.8% |
| YTD | +53.7% | +32.5% | +21.2% | +30.7% |
| 1Y | +52.0% | +9.5% | +42.4% | +41.1% |
| 3Y | +114.7% | +15.5% | +99.1% | +78.6% |
| 5Y | +8.8% | -71.2% | +80.0% | +47.8% |
| All | +39.4% | -56.8% | +96.2% | +71.1% |
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