+32.8%
SNOW vs SM
+1,961.9%
-1,929.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +6.4% | +26.3% | -19.9% | +2.8% |
| 3M | +38.1% | +8.7% | +29.4% | +35.7% |
| 6M | +100.4% | +51.7% | +48.7% | +86.7% |
| YTD | +53.7% | +99.0% | -45.3% | +37.3% |
| 1Y | +52.0% | +34.6% | +17.4% | +42.9% |
| 3Y | +114.7% | -7.8% | +122.4% | +106.9% |
| 5Y | +8.8% | +104.8% | -96.0% | -4.5% |
| All | +32.8% | +1,961.9% | -1,929.2% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling