+14.6%
SNOW vs SPYM
+141.5%
-126.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.9% |
| 7D | +5.5% | +2.6% | +2.9% | +1.0% |
| 30D | -13.2% | -2.0% | -11.2% | -9.6% |
| 3M | -13.7% | -2.8% | -11.0% | -8.6% |
| 6M | +91.0% | +2.2% | +88.8% | +85.0% |
| YTD | +32.7% | +11.5% | +21.1% | +9.8% |
| 1Y | +13.3% | +13.5% | -0.2% | -9.3% |
| 3Y | +83.4% | +78.0% | +5.3% | -34.9% |
| 5Y | -24.7% | +73.1% | -97.9% | -70.1% |
| All | +14.6% | +141.5% | -126.9% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling