+102.2%
SNOW vs SPG
+112.2%
-10.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | +4.9% | 0.0% | +4.9% | +5.0% |
| 30D | +1.5% | -4.9% | +6.5% | +3.5% |
| 3M | +39.5% | +3.3% | +36.2% | +36.9% |
| 6M | +85.9% | +11.2% | +74.7% | +74.8% |
| YTD | +52.9% | +17.1% | +35.9% | +39.3% |
| 1Y | +48.1% | +21.6% | +26.5% | +31.3% |
| 3Y | +102.2% | +111.9% | -9.7% | +38.5% |
| All | +102.2% | +112.2% | -10.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling