+3.5%
SNOW vs SIRI
-42.0%
+45.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -7.5% | -3.0% | -4.5% | -7.0% |
| 30D | -1.3% | +1.3% | -2.6% | -1.6% |
| 3M | +37.4% | +5.6% | +31.8% | +35.9% |
| 6M | +88.1% | +35.2% | +52.9% | +78.3% |
| YTD | +50.3% | +49.1% | +1.2% | +39.5% |
| 1Y | +46.0% | +26.8% | +19.2% | +39.0% |
| 3Y | +98.7% | -23.7% | +122.4% | +99.6% |
| All | +3.5% | -42.0% | +45.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling