-22.7%
SNOW vs SPGI
+12.2%
-34.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +4.9% |
| 7D | +0.2% | -0.9% | +1.0% | +0.8% |
| 30D | -21.1% | +15.5% | -36.6% | -31.4% |
| 3M | -11.9% | +15.7% | -27.6% | -23.5% |
| 6M | +91.0% | +19.1% | +71.9% | +58.9% |
| YTD | +32.7% | -4.1% | +36.8% | +35.1% |
| 1Y | +10.8% | +1.2% | +9.6% | +6.5% |
| 3Y | +86.2% | +31.6% | +54.6% | +27.8% |
| 5Y | -22.7% | +12.4% | -35.2% | -31.6% |
| All | -22.7% | +12.2% | -34.9% | -31.6% |
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