+32.8%
SNOW vs SPXS
-94.9%
+127.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -4.7% |
| 7D | +2.8% | -0.1% | +2.9% | +3.1% |
| 30D | +6.4% | +0.8% | +5.6% | +7.5% |
| 3M | +38.1% | -4.7% | +42.8% | +36.2% |
| 6M | +100.4% | -29.6% | +130.0% | +67.3% |
| YTD | +53.7% | -29.8% | +83.5% | +30.0% |
| 1Y | +52.0% | -38.9% | +90.9% | +20.3% |
| 3Y | +114.7% | -79.6% | +194.3% | +6.8% |
| 5Y | +8.8% | -85.9% | +94.7% | -38.0% |
| All | +32.8% | -94.9% | +127.7% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling