+32.1%
SNOW vs SPYM
+144.7%
-112.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.5% |
| 7D | +4.9% | +0.6% | +4.3% | +4.1% |
| 30D | +1.5% | -0.9% | +2.4% | +3.5% |
| 3M | +39.5% | +3.9% | +35.6% | +30.2% |
| 6M | +85.9% | +14.5% | +71.3% | +45.1% |
| YTD | +52.9% | +13.0% | +40.0% | +23.0% |
| 1Y | +48.1% | +19.4% | +28.7% | +8.1% |
| 3Y | +102.2% | +78.9% | +23.3% | -28.9% |
| 5Y | +5.5% | +82.3% | -76.9% | -61.2% |
| All | +32.1% | +144.7% | -112.6% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling