+91.3%
SNOW vs SO
+45.4%
+45.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +1.8% |
| 7D | -9.9% | -1.5% | -8.4% | -10.5% |
| 30D | -17.1% | +8.1% | -25.2% | -13.8% |
| 3M | -13.2% | +0.2% | -13.5% | -12.9% |
| 6M | +97.4% | +0.4% | +97.0% | +99.6% |
| YTD | +25.8% | +8.5% | +17.3% | +31.2% |
| 1Y | +4.2% | +4.9% | -0.7% | +7.5% |
| 3Y | +91.3% | +47.9% | +43.4% | +115.2% |
| All | +91.3% | +45.4% | +45.9% | +115.2% |
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