+52.0%
SNOW vs SNY
+2.0%
+49.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +2.8% | -1.3% | +4.1% | +2.7% |
| 30D | +6.4% | +3.4% | +3.0% | +6.6% |
| 3M | +38.1% | -0.3% | +38.4% | +37.5% |
| 6M | +100.4% | +1.0% | +99.4% | +98.9% |
| YTD | +53.7% | -3.6% | +57.4% | +54.3% |
| 1Y | +52.0% | +3.0% | +48.9% | +48.3% |
| All | +52.0% | +2.0% | +49.9% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling