+18.6%
SNOW vs SBAC
-35.1%
+53.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | +3.7% | -2.8% | +6.4% | +4.6% |
| 30D | -16.4% | +3.1% | -19.5% | -17.4% |
| 3M | -9.9% | +5.1% | -15.0% | -11.4% |
| 6M | +98.8% | -11.4% | +110.2% | +104.9% |
| YTD | +37.3% | +0.2% | +37.1% | +34.0% |
| 1Y | +11.0% | -3.9% | +15.0% | +10.0% |
| 3Y | +87.8% | -7.7% | +95.5% | +78.7% |
| 5Y | -18.4% | -39.7% | +21.3% | +2.6% |
| All | +18.6% | -35.1% | +53.7% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling