+17.6%
SNOW vs SPG
+358.9%
-341.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | +10.8% | +3.1% | +7.7% | +9.5% |
| 30D | -16.5% | +16.4% | -32.9% | -21.6% |
| 3M | -10.1% | +7.1% | -17.2% | -12.7% |
| 6M | +96.5% | +16.1% | +80.5% | +83.6% |
| YTD | +36.2% | +30.4% | +5.7% | +19.8% |
| 1Y | +10.7% | +33.0% | -22.3% | -3.5% |
| 3Y | +86.2% | +134.6% | -48.4% | +26.5% |
| 5Y | -22.7% | +84.9% | -107.6% | -47.3% |
| All | +17.6% | +358.9% | -341.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling