+47.0%
SNOW vs SNAP
-26.1%
+73.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +8.4% | -5.0% | +13.4% | +10.2% |
| 30D | -1.0% | -0.7% | -0.2% | -1.2% |
| 3M | +38.3% | -5.0% | +43.3% | +38.5% |
| 6M | +81.3% | +3.5% | +77.8% | +77.2% |
| YTD | +51.1% | -34.2% | +85.3% | +74.5% |
| 1Y | +47.0% | -27.1% | +74.0% | +70.1% |
| All | +47.0% | -26.1% | +73.1% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling