+100.4%
SNOW vs SPGI
+6.1%
+94.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +6.4% | +8.4% | -2.0% | 0.0% |
| 3M | +38.1% | +11.8% | +26.3% | +22.1% |
| 6M | +100.4% | +5.7% | +94.7% | +91.7% |
| All | +100.4% | +6.1% | +94.3% | +91.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling