+32.8%
SNOW vs SLB
+253.1%
-220.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +6.4% | +15.8% | -9.4% | +5.0% |
| 3M | +38.1% | -0.3% | +38.4% | +38.0% |
| 6M | +100.4% | +21.3% | +79.0% | +95.3% |
| YTD | +53.7% | +52.3% | +1.4% | +45.7% |
| 1Y | +52.0% | +63.6% | -11.7% | +42.5% |
| 3Y | +114.7% | +3.8% | +110.9% | +106.9% |
| 5Y | +8.8% | +128.6% | -119.9% | +0.2% |
| All | +32.8% | +253.1% | -220.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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