+30.5%
SNOW vs SPMO
+223.5%
-192.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +8.4% | +2.7% | +5.7% | +5.2% |
| 30D | -1.0% | +1.1% | -2.0% | -2.3% |
| 3M | +38.3% | +2.0% | +36.3% | +30.0% |
| 6M | +81.3% | +26.5% | +54.8% | +24.7% |
| YTD | +51.1% | +26.5% | +24.6% | +4.4% |
| 1Y | +47.0% | +27.9% | +19.0% | -0.1% |
| 3Y | +99.7% | +160.4% | -60.6% | -51.1% |
| 5Y | +3.6% | +151.5% | -147.9% | -72.6% |
| All | +30.5% | +223.5% | -192.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling