+29.6%
SNOW vs SPYM
+144.1%
-114.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -1.7% |
| 7D | -2.4% | -0.8% | -1.6% | -1.1% |
| 30D | -1.0% | -1.1% | +0.1% | +1.2% |
| 3M | +36.9% | +3.9% | +33.0% | +27.9% |
| 6M | +83.4% | +13.6% | +69.7% | +45.2% |
| YTD | +50.0% | +12.7% | +37.2% | +21.1% |
| 1Y | +46.5% | +17.6% | +28.9% | +9.9% |
| 3Y | +93.3% | +77.2% | +16.1% | -30.9% |
| 5Y | +3.3% | +84.1% | -80.8% | -62.4% |
| All | +29.6% | +144.1% | -114.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling