+32.8%
SNOW vs SO
+108.7%
-75.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.5% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +6.4% | -4.6% | +11.0% | +5.6% |
| 3M | +38.1% | -3.0% | +41.1% | +37.4% |
| 6M | +100.4% | -8.3% | +108.6% | +98.6% |
| YTD | +53.7% | +3.5% | +50.2% | +54.3% |
| 1Y | +52.0% | -0.9% | +52.9% | +51.9% |
| 3Y | +114.7% | +45.4% | +69.3% | +115.7% |
| 5Y | +8.8% | +59.6% | -50.8% | +14.7% |
| All | +32.8% | +108.7% | -75.9% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling