+32.8%
SNOW vs SNPS
+85.4%
-52.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -2.0% |
| 7D | +2.8% | -11.0% | +13.8% | +10.6% |
| 30D | +6.4% | -1.7% | +8.2% | +6.7% |
| 3M | +38.1% | -20.4% | +58.4% | +56.8% |
| 6M | +100.4% | -8.6% | +109.0% | +101.1% |
| YTD | +53.7% | -16.2% | +69.9% | +64.0% |
| 1Y | +52.0% | -34.6% | +86.5% | +72.0% |
| 3Y | +114.7% | -14.5% | +129.1% | +67.3% |
| 5Y | +8.8% | +17.0% | -8.2% | -40.0% |
| All | +32.8% | +85.4% | -52.6% | -56.9% |
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