+5.5%
SNOW vs SPGI
+5.8%
-0.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +2.4% |
| 7D | +4.9% | -2.5% | +7.4% | +7.8% |
| 30D | +1.5% | +5.4% | -3.9% | -3.1% |
| 3M | +39.5% | +9.0% | +30.5% | +26.9% |
| 6M | +85.9% | +0.8% | +85.1% | +83.5% |
| YTD | +52.9% | -12.6% | +65.5% | +70.7% |
| 1Y | +48.1% | -16.1% | +64.2% | +70.3% |
| 3Y | +102.2% | +19.0% | +83.2% | +54.7% |
| 5Y | +5.5% | +5.1% | +0.4% | -5.6% |
| All | +5.5% | +5.8% | -0.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling