+32.1%
SNOW vs SIRI
-35.1%
+67.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.1% |
| 30D | +1.5% | -2.8% | +4.3% | +1.9% |
| 3M | +39.5% | +5.9% | +33.6% | +37.9% |
| 6M | +85.9% | +31.9% | +54.0% | +77.0% |
| YTD | +52.9% | +48.7% | +4.3% | +42.1% |
| 1Y | +48.1% | +23.2% | +24.9% | +41.8% |
| 3Y | +102.2% | -23.9% | +126.0% | +103.2% |
| 5Y | +5.5% | -43.4% | +48.9% | +15.1% |
| All | +32.1% | -35.1% | +67.3% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling