+25.3%
SNOW vs SMR
+1.6%
+23.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +0.1% |
| 7D | -7.5% | +4.7% | -12.2% | -8.1% |
| 30D | -1.3% | +3.2% | -4.6% | -1.9% |
| 3M | +37.4% | +9.9% | +27.5% | +34.9% |
| 6M | +88.1% | -15.1% | +103.2% | +87.5% |
| YTD | +50.3% | -27.9% | +78.3% | +51.8% |
| 1Y | +46.0% | -70.2% | +116.2% | +57.7% |
| 3Y | +98.7% | +72.5% | +26.2% | +73.7% |
| All | +25.3% | +1.6% | +23.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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