+30.5%
SNOW vs SE
-27.0%
+57.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.4% |
| 7D | +8.4% | -3.6% | +12.0% | +10.0% |
| 30D | -1.0% | -5.3% | +4.3% | +0.2% |
| 3M | +38.3% | +28.1% | +10.2% | +23.2% |
| 6M | +81.3% | +20.7% | +60.6% | +63.1% |
| YTD | +51.1% | -14.8% | +65.9% | +55.7% |
| 1Y | +47.0% | -43.6% | +90.5% | +78.1% |
| 3Y | +99.7% | +184.2% | -84.5% | +10.9% |
| 5Y | +3.6% | -66.3% | +69.9% | +37.3% |
| All | +30.5% | -27.0% | +57.6% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling