+18.6%
SNOW vs SNPS
+117.5%
-98.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.6% |
| 7D | +3.7% | -0.2% | +3.8% | +3.9% |
| 30D | -16.4% | -8.0% | -8.4% | -11.8% |
| 3M | -9.9% | +12.5% | -22.3% | -17.6% |
| 6M | +98.8% | -10.5% | +109.3% | +104.0% |
| YTD | +37.3% | -1.6% | +38.9% | +31.4% |
| 1Y | +11.0% | +16.8% | -5.8% | -6.0% |
| 3Y | +87.8% | -10.9% | +98.7% | +49.6% |
| 5Y | -18.4% | +35.8% | -54.2% | -59.2% |
| All | +18.6% | +117.5% | -98.9% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling