+29.6%
SNOW vs SGI
+197.9%
-168.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -2.4% | -4.5% | +2.0% | -0.5% |
| 30D | -1.0% | +4.2% | -5.2% | -3.0% |
| 3M | +36.9% | -7.4% | +44.3% | +40.1% |
| 6M | +83.4% | -15.1% | +98.4% | +91.0% |
| YTD | +50.0% | -24.7% | +74.7% | +64.6% |
| 1Y | +46.5% | -21.8% | +68.3% | +56.3% |
| 3Y | +93.3% | +50.0% | +43.3% | +41.7% |
| 5Y | +3.3% | +48.9% | -45.7% | -35.8% |
| All | +29.6% | +197.9% | -168.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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