+3.5%
SNOW vs SPYG
+82.6%
-79.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.7% |
| 7D | -7.5% | -1.8% | -5.7% | -4.9% |
| 30D | -1.3% | -1.9% | +0.6% | +1.9% |
| 3M | +37.4% | +5.2% | +32.3% | +26.5% |
| 6M | +88.1% | +15.6% | +72.5% | +48.0% |
| YTD | +50.3% | +12.4% | +37.9% | +24.3% |
| 1Y | +46.0% | +17.5% | +28.5% | +12.5% |
| 3Y | +98.7% | +98.1% | +0.6% | -37.6% |
| 5Y | +3.5% | +84.9% | -81.4% | -58.0% |
| All | +3.5% | +82.6% | -79.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling