+32.8%
SNOW vs SRE
+72.5%
-39.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | -0.7% | +7.2% | +6.4% |
| 3M | +38.1% | -6.3% | +44.4% | +39.3% |
| 6M | +100.4% | -10.7% | +111.0% | +103.3% |
| YTD | +53.7% | -3.5% | +57.2% | +52.6% |
| 1Y | +52.0% | +5.3% | +46.7% | +46.8% |
| 3Y | +114.7% | +31.8% | +82.9% | +93.4% |
| 5Y | +8.8% | +47.4% | -38.6% | +1.8% |
| All | +32.8% | +72.5% | -39.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling