+18.6%
SNOW vs STLA
-47.9%
+66.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.4% | +2.9% |
| 7D | +3.7% | -11.6% | +15.3% | +7.4% |
| 30D | -16.4% | -6.2% | -10.2% | -15.3% |
| 3M | -9.9% | -24.6% | +14.7% | -2.9% |
| 6M | +98.8% | -44.9% | +143.7% | +133.4% |
| YTD | +37.3% | -62.3% | +99.6% | +77.4% |
| 1Y | +11.0% | -61.8% | +72.8% | +41.7% |
| 3Y | +87.8% | -75.3% | +163.1% | +169.1% |
| 5Y | -18.4% | -72.5% | +54.1% | +0.4% |
| All | +18.6% | -47.9% | +66.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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