+16.5%
SNOW vs SNAP
-79.6%
+96.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +0.2% | -10.6% | +10.8% | +3.6% |
| 30D | -19.8% | -19.7% | -0.1% | -14.4% |
| 3M | -11.6% | -6.5% | -5.1% | -10.6% |
| 6M | +94.0% | -17.8% | +111.8% | +101.9% |
| YTD | +34.8% | -38.0% | +72.9% | +51.6% |
| 1Y | +10.1% | -42.5% | +52.6% | +26.4% |
| 3Y | +84.4% | -55.8% | +140.2% | +101.6% |
| 5Y | -18.1% | -90.5% | +72.5% | +25.7% |
| All | +16.5% | -79.6% | +96.1% | +28.8% |
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