+30.5%
SNOW vs SPGI
+30.7%
-0.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +1.0% |
| 7D | +8.4% | -3.1% | +11.5% | +11.7% |
| 30D | -1.0% | +2.0% | -3.0% | -2.5% |
| 3M | +38.3% | +4.3% | +34.0% | +31.7% |
| 6M | +81.3% | -0.2% | +81.5% | +80.9% |
| YTD | +51.1% | -14.8% | +65.9% | +71.1% |
| 1Y | +47.0% | -18.5% | +65.5% | +71.6% |
| 3Y | +99.7% | +16.0% | +83.8% | +63.4% |
| 5Y | +3.6% | +2.2% | +1.4% | -8.4% |
| All | +30.5% | +30.7% | -0.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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