+52.0%
SNOW vs SRE
+4.7%
+47.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.8% |
| 7D | +2.8% | -0.3% | +3.1% | +2.6% |
| 30D | +6.4% | -0.7% | +7.2% | +6.3% |
| 3M | +38.1% | -6.3% | +44.4% | +33.6% |
| 6M | +100.4% | -10.7% | +111.0% | +91.9% |
| YTD | +53.7% | -3.5% | +57.2% | +48.5% |
| 1Y | +52.0% | +5.3% | +46.7% | +51.1% |
| All | +52.0% | +4.7% | +47.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling