+17.6%
SNOW vs SE
-50.0%
+67.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.1% |
| 7D | +10.8% | -1.5% | +12.3% | +11.4% |
| 30D | -16.5% | -22.3% | +5.8% | -8.1% |
| 3M | -10.1% | -41.8% | +31.7% | +10.6% |
| 6M | +96.5% | -22.4% | +118.9% | +112.1% |
| YTD | +36.2% | -41.6% | +77.8% | +62.2% |
| 1Y | +10.7% | -48.0% | +58.7% | +38.0% |
| 3Y | +86.2% | +63.9% | +22.4% | +30.5% |
| 5Y | -22.7% | -78.2% | +55.4% | +22.2% |
| All | +17.6% | -50.0% | +67.6% | +21.1% |
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