+32.1%
SNOW vs SNAP
-77.8%
+110.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | +1.5% | +1.9% | -0.4% | +0.4% |
| 3M | +39.5% | -3.9% | +43.4% | +39.1% |
| 6M | +85.9% | +5.2% | +80.7% | +77.8% |
| YTD | +52.9% | -32.7% | +85.7% | +68.3% |
| 1Y | +48.1% | -24.8% | +72.9% | +56.0% |
| 3Y | +102.2% | -42.2% | +144.3% | +102.5% |
| 5Y | +5.5% | -92.7% | +98.1% | +70.3% |
| All | +32.1% | -77.8% | +110.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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