+17.6%
SNOW vs SNPS
+117.8%
-100.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +10.8% | +5.1% | +5.7% | +7.5% |
| 30D | -16.5% | -6.4% | -10.1% | -12.9% |
| 3M | -10.1% | +12.2% | -22.3% | -17.7% |
| 6M | +96.5% | -9.8% | +106.4% | +100.7% |
| YTD | +36.2% | -1.5% | +37.7% | +30.2% |
| 1Y | +10.7% | +16.0% | -5.3% | -5.8% |
| 3Y | +86.2% | -10.8% | +97.0% | +48.2% |
| 5Y | -22.7% | +33.3% | -56.1% | -60.7% |
| All | +17.6% | +117.8% | -100.1% | -65.8% |
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