+14.6%
SNOW vs SPG
+357.6%
-343.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +5.5% | +2.0% | +3.5% | +4.7% |
| 30D | -13.2% | +17.2% | -30.4% | -18.7% |
| 3M | -13.7% | +6.3% | -20.1% | -16.0% |
| 6M | +91.0% | +18.7% | +72.3% | +76.8% |
| YTD | +32.7% | +30.1% | +2.6% | +16.9% |
| 1Y | +13.3% | +32.8% | -19.5% | -1.3% |
| 3Y | +83.4% | +133.6% | -50.2% | +24.8% |
| 5Y | -24.7% | +84.4% | -109.1% | -48.6% |
| All | +14.6% | +357.6% | -343.0% | -6.9% |
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