+32.8%
SNOW vs SPXU
-95.0%
+127.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +67.2% |
| YTD | +53.7% | -29.9% | +83.6% | +29.9% |
| 1Y | +52.0% | -39.1% | +91.0% | +20.0% |
| 3Y | +114.7% | -80.0% | +194.7% | +5.3% |
| 5Y | +8.8% | -86.0% | +94.8% | -38.6% |
| All | +32.8% | -95.0% | +127.7% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling