+32.8%
SNOW vs SMTC
+157.5%
-124.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +9.2% | -14.6% | -7.9% |
| 7D | +2.8% | +12.7% | -9.9% | -0.7% |
| 30D | +6.4% | +22.0% | -15.6% | -0.7% |
| 3M | +38.1% | -12.7% | +50.8% | +37.8% |
| 6M | +100.4% | +64.8% | +35.6% | +60.1% |
| YTD | +53.7% | +100.7% | -47.0% | +14.8% |
| 1Y | +52.0% | +146.9% | -94.9% | +4.2% |
| 3Y | +114.7% | +456.8% | -342.2% | -12.3% |
| 5Y | +8.8% | +89.2% | -80.5% | -13.1% |
| All | +32.8% | +157.5% | -124.7% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling