-18.1%
SNOW vs SE
-77.3%
+59.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.3% |
| 30D | -19.8% | -19.4% | -0.5% | -13.2% |
| 3M | -11.6% | -33.1% | +21.5% | +1.7% |
| 6M | +94.0% | -11.4% | +105.5% | +97.6% |
| YTD | +34.8% | -39.8% | +74.6% | +57.9% |
| 1Y | +10.1% | -50.5% | +60.6% | +38.8% |
| 3Y | +84.4% | +68.9% | +15.5% | +29.8% |
| 5Y | -18.1% | -77.1% | +59.0% | +68.7% |
| All | -18.1% | -77.3% | +59.2% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling