-18.1%
SNOW vs SPG
+83.5%
-101.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +0.2% | +5.6% | -5.3% | -3.3% |
| 30D | -19.8% | +17.6% | -37.4% | -28.3% |
| 3M | -11.6% | +7.5% | -19.1% | -16.1% |
| 6M | +94.0% | +18.5% | +75.5% | +70.1% |
| YTD | +34.8% | +30.9% | +3.9% | +7.8% |
| 1Y | +10.1% | +34.1% | -24.0% | -13.8% |
| 3Y | +84.4% | +135.5% | -51.1% | -14.6% |
| 5Y | -18.1% | +86.5% | -104.6% | -52.8% |
| All | -18.1% | +83.5% | -101.6% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling