+32.8%
SNOW vs SBAC
-35.3%
+68.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | +6.4% | +6.9% | -0.5% | +4.4% |
| 3M | +38.1% | -8.2% | +46.3% | +41.3% |
| 6M | +100.4% | -1.6% | +102.0% | +98.5% |
| YTD | +53.7% | -0.1% | +53.8% | +50.7% |
| 1Y | +52.0% | -0.5% | +52.4% | +48.6% |
| 3Y | +114.7% | -9.1% | +123.7% | +106.1% |
| 5Y | +8.8% | -43.8% | +52.6% | +40.7% |
| All | +32.8% | -35.3% | +68.1% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling