+17.6%
SNOW vs SNAP
-78.7%
+96.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | +10.8% | +2.6% | +8.3% | +9.9% |
| 30D | -16.5% | -19.6% | +3.1% | -10.9% |
| 3M | -10.1% | +0.4% | -10.5% | -11.0% |
| 6M | +96.5% | -5.9% | +102.5% | +96.2% |
| YTD | +36.2% | -35.3% | +71.5% | +51.0% |
| 1Y | +10.7% | -42.6% | +53.3% | +27.1% |
| 3Y | +86.2% | -53.9% | +140.1% | +100.8% |
| 5Y | -22.7% | -90.3% | +67.6% | +17.5% |
| All | +17.6% | -78.7% | +96.3% | +28.2% |
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