+29.6%
SNOW vs SIRI
-34.4%
+63.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -1.0% | +2.5% | -3.5% | -1.5% |
| 3M | +36.9% | +6.6% | +30.2% | +35.1% |
| 6M | +83.4% | +32.9% | +50.5% | +74.4% |
| YTD | +50.0% | +50.5% | -0.5% | +39.1% |
| 1Y | +46.5% | +28.0% | +18.6% | +39.4% |
| 3Y | +93.3% | -22.4% | +115.7% | +93.7% |
| 5Y | +3.3% | -41.3% | +44.6% | +12.1% |
| All | +29.6% | -34.4% | +63.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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