+30.5%
SNOW vs SM
+2,049.1%
-2,018.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | -1.0% | +20.3% | -21.3% | -3.6% |
| 3M | +38.3% | +22.9% | +15.4% | +33.5% |
| 6M | +81.3% | +47.8% | +33.5% | +69.5% |
| YTD | +51.1% | +107.5% | -56.3% | +34.2% |
| 1Y | +47.0% | +51.7% | -4.8% | +35.8% |
| 3Y | +99.7% | -0.9% | +100.6% | +90.6% |
| 5Y | +3.6% | +112.2% | -108.7% | -9.5% |
| All | +30.5% | +2,049.1% | -2,018.5% | +12.0% |
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