+14.6%
SNOW vs SM
+1,752.0%
-1,737.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +5.5% | +9.4% | -3.9% | +4.2% |
| 30D | -13.2% | -14.4% | +1.2% | -11.6% |
| 3M | -13.7% | +1.6% | -15.3% | -14.5% |
| 6M | +91.0% | +6.3% | +84.6% | +86.9% |
| YTD | +32.7% | +78.8% | -46.1% | +19.6% |
| 1Y | +13.3% | +83.1% | -69.9% | +1.6% |
| 3Y | +83.4% | -5.9% | +89.3% | +75.8% |
| 5Y | -24.7% | +4.8% | -29.5% | -30.3% |
| All | +14.6% | +1,752.0% | -1,737.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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