+110.9%
SNOW vs SN
+419.0%
-308.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | +2.8% | -9.3% | +12.1% | +5.9% |
| 30D | +6.4% | -4.8% | +11.2% | +8.0% |
| 3M | +38.1% | +40.4% | -2.3% | +23.3% |
| 6M | +100.4% | +50.9% | +49.4% | +73.3% |
| YTD | +53.7% | +54.9% | -1.2% | +31.5% |
| 1Y | +52.0% | +43.0% | +8.9% | +33.1% |
| All | +110.9% | +419.0% | -308.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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