+29.8%
SNOW vs SNY
+4.9%
+25.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -7.5% | -3.6% | -3.9% | -7.0% |
| 30D | -1.3% | -1.9% | +0.6% | -1.1% |
| 3M | +37.4% | -2.0% | +39.4% | +37.5% |
| 6M | +88.1% | +2.5% | +85.5% | +86.4% |
| YTD | +50.3% | -7.0% | +57.3% | +51.3% |
| 1Y | +46.0% | -4.4% | +50.4% | +46.1% |
| 3Y | +98.7% | -8.4% | +107.1% | +97.4% |
| 5Y | +3.5% | +9.5% | -6.0% | -2.8% |
| All | +29.8% | +4.9% | +25.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling