+5.5%
SNOW vs SO
+61.3%
-55.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | +4.9% | +1.0% | +3.9% | +5.0% |
| 30D | +1.5% | -3.2% | +4.7% | +1.1% |
| 3M | +39.5% | -1.7% | +41.2% | +39.2% |
| 6M | +85.9% | -7.2% | +93.1% | +85.0% |
| YTD | +52.9% | +4.6% | +48.4% | +53.2% |
| 1Y | +48.1% | +1.2% | +46.9% | +48.0% |
| 3Y | +102.2% | +45.3% | +56.9% | +94.6% |
| 5Y | +5.5% | +58.7% | -53.2% | +6.0% |
| All | +5.5% | +61.3% | -55.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling