+30.5%
SNOW vs SBAC
-36.2%
+66.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +8.4% | +0.2% | +8.2% | +8.5% |
| 30D | -1.0% | +3.9% | -4.8% | -2.0% |
| 3M | +38.3% | -8.2% | +46.5% | +41.6% |
| 6M | +81.3% | -2.8% | +84.1% | +80.2% |
| YTD | +51.1% | -1.5% | +52.7% | +48.8% |
| 1Y | +47.0% | 0.0% | +46.9% | +43.3% |
| 3Y | +99.7% | -8.4% | +108.1% | +90.1% |
| 5Y | +3.6% | -43.5% | +47.1% | +33.7% |
| All | +30.5% | -36.2% | +66.8% | +59.2% |
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