+29.6%
SNOW vs SMTC
+191.2%
-161.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.6% |
| 7D | -2.4% | +13.1% | -15.5% | -5.8% |
| 30D | -1.0% | +19.5% | -20.4% | -6.9% |
| 3M | +36.9% | +2.2% | +34.6% | +30.9% |
| 6M | +83.4% | +94.9% | -11.5% | +39.9% |
| YTD | +50.0% | +127.0% | -77.0% | +8.2% |
| 1Y | +46.5% | +174.6% | -128.0% | -2.4% |
| 3Y | +93.3% | +615.9% | -522.6% | -28.5% |
| 5Y | +3.3% | +125.6% | -122.3% | -22.3% |
| All | +29.6% | +191.2% | -161.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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