+25.9%
SNOW vs SMR
+7.6%
+18.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +8.4% | +13.1% | -4.7% | +6.9% |
| 30D | -1.0% | +17.8% | -18.7% | -2.9% |
| 3M | +38.3% | +8.1% | +30.2% | +36.0% |
| 6M | +81.3% | -11.1% | +92.4% | +79.9% |
| YTD | +51.1% | -23.7% | +74.8% | +51.7% |
| 1Y | +47.0% | -69.4% | +116.4% | +58.3% |
| 3Y | +99.7% | +82.6% | +17.1% | +73.7% |
| All | +25.9% | +7.6% | +18.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling