+83.4%
SNOW vs SMR
+125.1%
-41.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | +5.5% | -8.3% | +13.7% | +6.4% |
| 30D | -13.2% | -20.1% | +6.9% | -11.2% |
| 3M | -13.7% | -52.7% | +38.9% | -7.6% |
| 6M | +91.0% | -61.0% | +152.0% | +106.9% |
| YTD | +32.7% | -67.1% | +99.8% | +44.4% |
| 1Y | +13.3% | -79.9% | +93.1% | +28.1% |
| 3Y | +83.4% | +101.7% | -18.4% | +74.1% |
| All | +83.4% | +125.1% | -41.8% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling