+125.2%
SNOW vs SNDQ
-95.4%
+220.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.5% |
| 7D | -7.5% | -20.4% | +12.9% | -7.5% |
| 30D | -1.3% | -54.5% | +53.2% | -1.5% |
| 3M | +37.4% | -79.1% | +116.5% | +34.9% |
| All | +125.2% | -95.4% | +220.6% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling