+30.5%
SNOW vs SPG
+301.7%
-271.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | +8.4% | -1.7% | +10.0% | +9.2% |
| 30D | -1.0% | -6.3% | +5.3% | +1.7% |
| 3M | +38.3% | -2.4% | +40.8% | +39.2% |
| 6M | +81.3% | +9.6% | +71.7% | +72.3% |
| YTD | +51.1% | +14.2% | +36.9% | +40.6% |
| 1Y | +47.0% | +19.3% | +27.7% | +33.4% |
| 3Y | +99.7% | +106.7% | -7.0% | +42.8% |
| 5Y | +3.6% | +104.2% | -100.6% | -25.6% |
| All | +30.5% | +301.7% | -271.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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