+9.5%
SNOW vs SE
-48.0%
+57.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.5% |
| 7D | -14.5% | +6.7% | -21.2% | -15.8% |
| 30D | -14.3% | -17.2% | +2.9% | -10.5% |
| 3M | -8.3% | -28.0% | +19.8% | -1.7% |
| 6M | +101.5% | -6.1% | +107.6% | +98.8% |
| YTD | +32.5% | -37.1% | +69.6% | +51.7% |
| 1Y | +9.5% | -48.8% | +58.3% | +30.4% |
| All | +9.5% | -48.0% | +57.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling