+98.8%
SNOW vs SNAP
-11.0%
+109.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | -0.2% |
| 7D | +3.7% | -9.8% | +13.5% | +6.7% |
| 30D | -16.4% | -18.2% | +1.8% | -11.7% |
| 3M | -9.9% | -3.1% | -6.8% | -8.3% |
| 6M | +98.8% | -7.1% | +106.0% | +109.4% |
| All | +98.8% | -11.0% | +109.8% | +109.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling