+3.3%
SNOW vs SCHG
+84.3%
-81.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.6% |
| 7D | -2.4% | -1.0% | -1.4% | -0.8% |
| 30D | -1.0% | -1.3% | +0.3% | +1.5% |
| 3M | +36.9% | +5.4% | +31.4% | +26.1% |
| 6M | +83.4% | +14.4% | +68.9% | +48.2% |
| YTD | +50.0% | +8.0% | +41.9% | +33.9% |
| 1Y | +46.5% | +12.7% | +33.8% | +22.3% |
| 3Y | +93.3% | +85.6% | +7.7% | -31.1% |
| All | +3.3% | +84.3% | -81.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling