+110.9%
SNOW vs SO
+46.3%
+64.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.7% |
| 7D | +2.8% | -0.2% | +3.0% | +2.7% |
| 30D | +6.4% | -4.6% | +11.0% | +4.5% |
| 3M | +38.1% | -3.0% | +41.1% | +36.7% |
| 6M | +100.4% | -8.3% | +108.6% | +96.4% |
| YTD | +53.7% | +3.5% | +50.2% | +55.5% |
| 1Y | +52.0% | -0.9% | +52.9% | +52.0% |
| All | +110.9% | +46.3% | +64.7% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling