+3.3%
SNOW vs SNY
+9.4%
-6.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -1.0% | -2.2% | +1.2% | -0.7% |
| 3M | +36.9% | -3.0% | +39.9% | +37.2% |
| 6M | +83.4% | +2.7% | +80.6% | +81.6% |
| YTD | +50.0% | -6.8% | +56.8% | +50.9% |
| 1Y | +46.5% | -5.3% | +51.8% | +46.9% |
| 3Y | +93.3% | -9.8% | +103.1% | +93.2% |
| All | +3.3% | +9.4% | -6.1% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling