-22.7%
SNOW vs SM
-13.5%
-9.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.3% | +6.0% |
| 7D | +0.2% | -22.3% | +22.4% | +4.6% |
| 30D | -21.1% | -21.4% | +0.3% | -17.9% |
| 3M | -11.9% | +1.4% | -13.3% | -13.3% |
| 6M | +91.0% | +0.1% | +90.9% | +86.9% |
| YTD | +32.7% | +59.0% | -26.2% | +16.5% |
| 1Y | +10.8% | +64.3% | -53.6% | -3.7% |
| 3Y | +86.2% | -13.1% | +99.3% | +76.8% |
| 5Y | -22.7% | -13.9% | -8.8% | -30.2% |
| All | -22.7% | -13.5% | -9.2% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling