+110.9%
SNOW vs SLV
+183.8%
-72.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | +6.7% | -0.3% | +5.5% |
| 3M | +38.1% | -10.7% | +48.8% | +39.7% |
| 6M | +100.4% | -20.6% | +121.0% | +104.9% |
| YTD | +53.7% | -7.1% | +60.9% | +48.1% |
| 1Y | +52.0% | +62.0% | -10.0% | +28.3% |
| All | +110.9% | +183.8% | -72.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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