+14.6%
SNOW vs SO
+121.7%
-107.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.3% |
| 7D | +5.5% | +1.4% | +4.1% | +5.8% |
| 30D | -13.2% | +4.7% | -17.9% | -12.3% |
| 3M | -13.7% | +1.7% | -15.4% | -13.3% |
| 6M | +91.0% | +2.2% | +88.8% | +92.4% |
| YTD | +32.7% | +10.0% | +22.7% | +34.8% |
| 1Y | +13.3% | +6.0% | +7.2% | +14.8% |
| 3Y | +83.4% | +54.1% | +29.2% | +86.5% |
| 5Y | -24.7% | +79.6% | -104.4% | -17.9% |
| All | +14.6% | +121.7% | -107.1% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling