+94.8%
SNOW vs SITM
+412.8%
-318.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +8.4% | +3.7% | +4.7% | +7.6% |
| 30D | -1.0% | -14.5% | +13.5% | +1.4% |
| 3M | +38.3% | -10.6% | +48.9% | +38.1% |
| 6M | +81.3% | +65.5% | +15.8% | +55.6% |
| YTD | +51.1% | +67.0% | -15.9% | +27.3% |
| 1Y | +47.0% | +138.6% | -91.6% | +11.4% |
| All | +94.8% | +412.8% | -318.0% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling