+4.1%
SNOW vs SPXU
-85.8%
+89.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.3% |
| 7D | +8.4% | +1.3% | +7.1% | +9.6% |
| 30D | -1.0% | +5.1% | -6.1% | +2.6% |
| 3M | +38.3% | -9.1% | +47.4% | +32.1% |
| 6M | +81.3% | -29.6% | +110.9% | +50.2% |
| YTD | +51.1% | -27.7% | +78.8% | +29.2% |
| 1Y | +47.0% | -37.0% | +83.9% | +17.3% |
| 3Y | +99.7% | -80.2% | +179.9% | -7.1% |
| All | +4.1% | -85.8% | +89.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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