+88.1%
SNOW vs SNY
+1.1%
+87.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | -7.5% | -3.6% | -3.9% | -8.3% |
| 30D | -1.3% | -1.9% | +0.6% | -1.7% |
| 3M | +37.4% | -2.0% | +39.4% | +35.5% |
| 6M | +88.1% | +2.5% | +85.5% | +82.2% |
| All | +88.1% | +1.1% | +87.0% | +82.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling