+32.8%
SNOW vs SPOT
+133.8%
-101.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.3% | -3.8% |
| 7D | +2.8% | -0.9% | +3.7% | +3.3% |
| 30D | +6.4% | +12.5% | -6.1% | -0.7% |
| 3M | +38.1% | +9.9% | +28.2% | +29.9% |
| 6M | +100.4% | +1.6% | +98.8% | +93.7% |
| YTD | +53.7% | -6.6% | +60.3% | +53.9% |
| 1Y | +52.0% | -22.9% | +74.9% | +67.8% |
| 3Y | +114.7% | +244.3% | -129.6% | -11.9% |
| 5Y | +8.8% | +117.8% | -109.0% | -49.8% |
| All | +32.8% | +133.8% | -101.0% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling