+29.8%
SNOW vs SO
+107.8%
-78.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.6% |
| 7D | -7.5% | -1.1% | -6.4% | -7.7% |
| 30D | -1.3% | -3.7% | +2.4% | -2.0% |
| 3M | +37.4% | -5.9% | +43.3% | +36.1% |
| 6M | +88.1% | -7.3% | +95.4% | +86.5% |
| YTD | +50.3% | +3.1% | +47.2% | +50.8% |
| 1Y | +46.0% | -1.0% | +47.0% | +45.9% |
| 3Y | +98.7% | +43.2% | +55.4% | +99.5% |
| 5Y | +3.5% | +59.1% | -55.6% | +9.1% |
| All | +29.8% | +107.8% | -78.0% | +55.3% |
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