+3.3%
SNOW vs SAN
+385.2%
-381.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -1.0% | +0.9% | -1.9% | -1.3% |
| 3M | +36.9% | +19.1% | +17.7% | +27.5% |
| 6M | +83.4% | +33.2% | +50.2% | +61.2% |
| YTD | +50.0% | +29.1% | +20.9% | +32.7% |
| 1Y | +46.5% | +50.2% | -3.7% | +20.8% |
| 3Y | +93.3% | +351.0% | -257.7% | -5.6% |
| All | +3.3% | +385.2% | -381.9% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling