+29.6%
SNOW vs SITM
+841.6%
-812.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -1.8% |
| 7D | -2.4% | +3.9% | -6.3% | -3.5% |
| 30D | -1.0% | -6.6% | +5.6% | +0.2% |
| 3M | +36.9% | -11.9% | +48.7% | +36.8% |
| 6M | +83.4% | +81.1% | +2.2% | +41.1% |
| YTD | +50.0% | +80.0% | -30.0% | +12.7% |
| 1Y | +46.5% | +145.8% | -99.3% | -3.6% |
| 3Y | +93.3% | +475.9% | -382.6% | -19.8% |
| 5Y | +3.3% | +189.2% | -185.9% | -51.0% |
| All | +29.6% | +841.6% | -812.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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