+18.6%
SNOW vs SAN
+625.3%
-606.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | +3.7% | +3.4% | +0.3% | +2.7% |
| 30D | -16.4% | -6.3% | -10.1% | -15.0% |
| 3M | -9.9% | -14.1% | +4.3% | -6.0% |
| 6M | +98.8% | +4.2% | +94.7% | +94.7% |
| YTD | +37.3% | +9.0% | +28.3% | +31.4% |
| 1Y | +11.0% | +18.8% | -7.7% | +3.2% |
| 3Y | +87.8% | +252.0% | -164.2% | +23.1% |
| 5Y | -18.4% | +299.5% | -317.9% | -51.7% |
| All | +18.6% | +625.3% | -606.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling