+9.5%
SNOW vs SO
+3.3%
+6.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -2.0% |
| 7D | -14.5% | +1.7% | -16.3% | -13.3% |
| 30D | -14.3% | +11.1% | -25.4% | -7.5% |
| 3M | -8.3% | +0.7% | -8.9% | -7.7% |
| 6M | +101.5% | -1.4% | +102.9% | +103.7% |
| YTD | +32.5% | +9.4% | +23.1% | +39.7% |
| 1Y | +9.5% | +3.7% | +5.8% | +15.1% |
| All | +9.5% | +3.3% | +6.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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