+13.3%
SNOW vs SMTC
+63.0%
-49.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.1% |
| 7D | +5.5% | +11.0% | -5.5% | +4.2% |
| 30D | -13.2% | -28.5% | +15.3% | -11.4% |
| 3M | -13.7% | -14.2% | +0.5% | -13.0% |
| 6M | +91.0% | -18.0% | +109.0% | +90.7% |
| YTD | +32.7% | +55.5% | -22.8% | +21.1% |
| 1Y | +13.3% | +69.5% | -56.3% | +3.4% |
| All | +13.3% | +63.0% | -49.8% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling