+102.2%
SNOW vs SNPS
-14.2%
+116.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.9% | -5.5% | +10.4% | +7.1% |
| 30D | +1.5% | -5.8% | +7.3% | +3.4% |
| 3M | +39.5% | -17.2% | +56.7% | +48.4% |
| 6M | +85.9% | -10.4% | +96.3% | +87.0% |
| YTD | +52.9% | -16.5% | +69.5% | +59.0% |
| 1Y | +48.1% | -35.6% | +83.7% | +62.6% |
| 3Y | +102.2% | -14.6% | +116.8% | +59.3% |
| All | +102.2% | -14.2% | +116.4% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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