-18.4%
SNOW vs SPOT
+121.4%
-139.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.6% |
| 7D | +3.7% | -3.0% | +6.6% | +5.4% |
| 30D | -16.4% | +15.2% | -31.6% | -23.7% |
| 3M | -9.9% | +21.6% | -31.4% | -21.1% |
| 6M | +98.8% | +45.2% | +53.6% | +55.3% |
| YTD | +37.3% | +4.9% | +32.4% | +26.7% |
| 1Y | +11.0% | -4.8% | +15.8% | +8.0% |
| 3Y | +87.8% | +256.3% | -168.5% | -34.1% |
| 5Y | -18.4% | +120.2% | -138.6% | -55.9% |
| All | -18.4% | +121.4% | -139.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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