+103.2%
SNOW vs SE
+191.1%
-88.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +2.8% | -6.1% | +8.9% | +4.4% |
| 30D | +6.4% | -2.5% | +8.9% | +6.5% |
| 3M | +38.1% | +21.7% | +16.4% | +29.8% |
| 6M | +100.4% | +27.0% | +73.4% | +84.7% |
| YTD | +53.7% | -12.1% | +65.8% | +56.5% |
| 1Y | +52.0% | -40.9% | +92.9% | +70.9% |
| All | +103.2% | +191.1% | -88.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling