+3.5%
SNOW vs SPXS
-85.4%
+88.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | +0.6% |
| 7D | -7.5% | +6.4% | -13.9% | -3.9% |
| 30D | -1.3% | +6.0% | -7.3% | +2.8% |
| 3M | +37.4% | -11.6% | +49.1% | +29.1% |
| 6M | +88.1% | -28.7% | +116.8% | +57.1% |
| YTD | +50.3% | -26.3% | +76.6% | +30.1% |
| 1Y | +46.0% | -34.9% | +80.9% | +18.9% |
| 3Y | +98.7% | -79.5% | +178.1% | -5.2% |
| 5Y | +3.5% | -85.9% | +89.4% | -40.8% |
| All | +3.5% | -85.4% | +88.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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