+32.8%
SNOW vs SNAP
-77.7%
+110.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.2% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +6.4% | +2.6% | +3.8% | +5.0% |
| 3M | +38.1% | -9.9% | +48.0% | +40.4% |
| 6M | +100.4% | +1.9% | +98.5% | +93.5% |
| YTD | +53.7% | -32.2% | +85.9% | +68.7% |
| 1Y | +52.0% | -22.8% | +74.8% | +58.8% |
| 3Y | +114.7% | -47.6% | +162.3% | +121.9% |
| 5Y | +8.8% | -92.7% | +101.5% | +75.9% |
| All | +32.8% | -77.7% | +110.4% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling