+32.8%
SNOW vs SPY
+144.9%
-112.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | +6.4% | +0.1% | +6.4% | +6.7% |
| 3M | +38.1% | +2.0% | +36.1% | +33.2% |
| 6M | +100.4% | +13.0% | +87.4% | +60.7% |
| YTD | +53.7% | +13.5% | +40.2% | +23.0% |
| 1Y | +52.0% | +20.0% | +32.0% | +10.6% |
| 3Y | +114.7% | +77.2% | +37.5% | -22.2% |
| 5Y | +8.8% | +81.9% | -73.1% | -59.4% |
| All | +32.8% | +144.9% | -112.1% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling