+3.5%
SNOW vs SITM
+176.0%
-172.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | -7.5% | +4.8% | -12.3% | -8.9% |
| 30D | -1.3% | -9.7% | +8.4% | +0.9% |
| 3M | +37.4% | -9.3% | +46.8% | +36.1% |
| 6M | +88.1% | +69.5% | +18.6% | +47.5% |
| YTD | +50.3% | +70.5% | -20.2% | +14.6% |
| 1Y | +46.0% | +145.3% | -99.3% | -4.6% |
| 3Y | +98.7% | +432.8% | -334.1% | -17.7% |
| 5Y | +3.5% | +174.0% | -170.5% | -52.1% |
| All | +3.5% | +176.0% | -172.5% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling