+4.1%
SNOW vs SRE
+48.7%
-44.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +8.4% | +1.5% | +6.9% | +8.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.3% |
| 3M | +38.3% | -5.8% | +44.1% | +39.9% |
| 6M | +81.3% | -7.8% | +89.1% | +83.2% |
| YTD | +51.1% | -2.4% | +53.5% | +49.2% |
| 1Y | +47.0% | +8.9% | +38.1% | +38.7% |
| 3Y | +99.7% | +31.1% | +68.7% | +70.2% |
| All | +4.1% | +48.7% | -44.6% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling