+3.6%
SNOW vs SPY
+81.0%
-77.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.4% |
| 7D | +8.4% | -0.4% | +8.7% | +9.4% |
| 30D | -1.0% | -1.4% | +0.4% | +1.8% |
| 3M | +38.3% | +3.7% | +34.6% | +29.3% |
| 6M | +81.3% | +13.0% | +68.3% | +44.3% |
| YTD | +51.1% | +12.4% | +38.7% | +22.1% |
| 1Y | +47.0% | +18.5% | +28.4% | +7.9% |
| 3Y | +99.7% | +77.6% | +22.1% | -32.3% |
| 5Y | +3.6% | +81.7% | -78.1% | -62.2% |
| All | +3.6% | +81.0% | -77.4% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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