+46.0%
SNOW vs SMR
-72.0%
+118.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.0% | +0.3% |
| 7D | -7.5% | +4.7% | -12.2% | -8.3% |
| 30D | -1.3% | +3.2% | -4.6% | -2.1% |
| 3M | +37.4% | +9.9% | +27.5% | +33.8% |
| 6M | +88.1% | -15.1% | +103.2% | +86.6% |
| YTD | +50.3% | -27.9% | +78.3% | +52.9% |
| 1Y | +46.0% | -70.2% | +116.2% | +57.6% |
| All | +46.0% | -72.0% | +118.0% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling