+29.6%
SNOW vs SPYG
+149.3%
-119.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | -2.4% | -0.9% | -1.5% | -1.1% |
| 30D | -1.0% | -1.5% | +0.5% | +1.6% |
| 3M | +36.9% | +3.7% | +33.1% | +28.8% |
| 6M | +83.4% | +16.4% | +66.9% | +43.2% |
| YTD | +50.0% | +13.3% | +36.6% | +22.9% |
| 1Y | +46.5% | +17.9% | +28.7% | +12.9% |
| 3Y | +93.3% | +98.3% | -5.0% | -36.9% |
| 5Y | +3.3% | +86.4% | -83.1% | -59.2% |
| All | +29.6% | +149.3% | -119.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling