+89.8%
SNOW vs SGI
+72.0%
+17.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +3.7% | -10.5% | +14.1% | +6.5% |
| 30D | -16.4% | +0.1% | -16.6% | -16.9% |
| 3M | -9.9% | -4.0% | -5.9% | -9.4% |
| 6M | +98.8% | -5.6% | +104.5% | +99.0% |
| YTD | +37.3% | -29.5% | +66.8% | +49.5% |
| 1Y | +11.0% | -31.5% | +42.6% | +22.2% |
| All | +89.8% | +72.0% | +17.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling