+3.6%
SNOW vs SGI
+56.1%
-52.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | +8.4% | +0.6% | +7.8% | +8.2% |
| 30D | -1.0% | +5.5% | -6.5% | -3.7% |
| 3M | +38.3% | -3.6% | +41.9% | +38.9% |
| 6M | +81.3% | -15.0% | +96.3% | +89.9% |
| YTD | +51.1% | -23.0% | +74.1% | +65.7% |
| 1Y | +47.0% | -18.4% | +65.4% | +54.1% |
| 3Y | +99.7% | +57.8% | +42.0% | +33.5% |
| 5Y | +3.6% | +51.5% | -47.9% | -40.5% |
| All | +3.6% | +56.1% | -52.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling