+93.8%
SNOW vs SPMO
+154.5%
-60.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +1.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.7% |
| 30D | -1.3% | -0.7% | -0.6% | -0.9% |
| 3M | +37.4% | +2.8% | +34.6% | +29.5% |
| 6M | +88.1% | +24.4% | +63.6% | +38.8% |
| YTD | +50.3% | +24.2% | +26.1% | +11.7% |
| 1Y | +46.0% | +24.5% | +21.5% | +8.1% |
| All | +93.8% | +154.5% | -60.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling