+102.2%
SNOW vs SAN
+356.8%
-254.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.9% | +3.3% | +1.6% | +4.0% |
| 30D | +1.5% | +1.1% | +0.4% | +1.2% |
| 3M | +39.5% | +22.2% | +17.3% | +31.8% |
| 6M | +85.9% | +36.0% | +49.9% | +67.8% |
| YTD | +52.9% | +28.2% | +24.7% | +40.6% |
| 1Y | +48.1% | +54.1% | -6.0% | +27.0% |
| 3Y | +102.2% | +354.2% | -252.1% | +24.9% |
| All | +102.2% | +356.8% | -254.6% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling