+97.2%
SNOW vs SMTC
+560.5%
-463.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -2.1% |
| 7D | +4.9% | +22.9% | -18.0% | +1.2% |
| 30D | +1.5% | +16.6% | -15.1% | -1.8% |
| 3M | +39.5% | +2.4% | +37.1% | +35.9% |
| 6M | +85.9% | +98.3% | -12.4% | +56.3% |
| YTD | +52.9% | +120.7% | -67.7% | +25.4% |
| 1Y | +48.1% | +168.3% | -120.2% | +15.4% |
| All | +97.2% | +560.5% | -463.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling