+91.3%
SNOW vs SNAP
-53.8%
+145.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +3.0% |
| 7D | -9.9% | -7.1% | -2.8% | -8.3% |
| 30D | -17.1% | -14.6% | -2.5% | -13.7% |
| 3M | -13.2% | -5.0% | -8.3% | -12.6% |
| 6M | +97.4% | -18.8% | +116.2% | +105.0% |
| YTD | +25.8% | -38.5% | +64.3% | +38.8% |
| 1Y | +4.2% | -38.1% | +42.3% | +14.7% |
| 3Y | +91.3% | -53.8% | +145.1% | +53.3% |
| All | +91.3% | -53.8% | +145.1% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling