+29.8%
SNOW vs SBAC
-38.0%
+67.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | -7.5% | -5.3% | -2.2% | -5.9% |
| 30D | -1.3% | +0.4% | -1.7% | -1.3% |
| 3M | +37.4% | -11.9% | +49.3% | +42.5% |
| 6M | +88.1% | -4.5% | +92.5% | +87.8% |
| YTD | +50.3% | -4.3% | +54.7% | +49.3% |
| 1Y | +46.0% | -3.9% | +49.9% | +44.3% |
| 3Y | +98.7% | -11.0% | +109.7% | +90.8% |
| 5Y | +3.5% | -44.1% | +47.6% | +33.8% |
| All | +29.8% | -38.0% | +67.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling