+29.8%
SNOW vs SRE
+72.4%
-42.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -7.5% | -0.7% | -6.8% | -7.4% |
| 30D | -1.3% | -1.7% | +0.4% | -1.1% |
| 3M | +37.4% | -7.1% | +44.5% | +38.9% |
| 6M | +88.1% | -8.4% | +96.4% | +89.6% |
| YTD | +50.3% | -3.5% | +53.8% | +49.2% |
| 1Y | +46.0% | +5.4% | +40.6% | +41.1% |
| 3Y | +98.7% | +29.5% | +69.2% | +79.7% |
| 5Y | +3.5% | +48.3% | -44.8% | -3.0% |
| All | +29.8% | +72.4% | -42.5% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling