+32.8%
SNOW vs SPG
+307.0%
-274.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +2.8% | -2.4% | +5.2% | +3.9% |
| 30D | +6.4% | -6.8% | +13.3% | +9.5% |
| 3M | +38.1% | +2.7% | +35.4% | +36.0% |
| 6M | +100.4% | +5.5% | +94.9% | +93.7% |
| YTD | +53.7% | +15.7% | +38.0% | +42.3% |
| 1Y | +52.0% | +20.9% | +31.1% | +37.3% |
| 3Y | +114.7% | +112.4% | +2.3% | +51.8% |
| 5Y | +8.8% | +101.4% | -92.6% | -22.3% |
| All | +32.8% | +307.0% | -274.2% | +13.3% |
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