+29.6%
SNOW vs SPMO
+219.2%
-189.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.4% |
| 30D | -1.0% | -1.9% | +0.9% | +1.0% |
| 3M | +36.9% | -1.4% | +38.2% | +34.4% |
| 6M | +83.4% | +25.5% | +57.9% | +27.1% |
| YTD | +50.0% | +24.8% | +25.1% | +5.1% |
| 1Y | +46.5% | +24.5% | +22.0% | +3.0% |
| 3Y | +93.3% | +157.1% | -63.8% | -52.1% |
| 5Y | +3.3% | +149.5% | -146.2% | -72.4% |
| All | +29.6% | +219.2% | -189.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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