+32.8%
SNOW vs SAN
+757.1%
-724.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.2% |
| 7D | +2.8% | +1.8% | +1.0% | +2.3% |
| 30D | +6.4% | +2.0% | +4.4% | +5.8% |
| 3M | +38.1% | +19.7% | +18.4% | +30.6% |
| 6M | +100.4% | +30.6% | +69.8% | +82.8% |
| YTD | +53.7% | +28.8% | +24.9% | +40.5% |
| 1Y | +52.0% | +57.8% | -5.8% | +29.7% |
| 3Y | +114.7% | +338.1% | -223.5% | +32.1% |
| 5Y | +8.8% | +384.2% | -375.4% | -38.6% |
| All | +32.8% | +757.1% | -724.3% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling