+9.5%
SNOW vs STM
+92.4%
-82.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.0% |
| 7D | -14.5% | -6.0% | -8.5% | -14.0% |
| 30D | -14.3% | -20.9% | +6.7% | -13.2% |
| 3M | -8.3% | -15.8% | +7.5% | -7.5% |
| 6M | +101.5% | -17.0% | +118.6% | +97.7% |
| YTD | +32.5% | +76.8% | -44.3% | +2.9% |
| 1Y | +9.5% | +96.5% | -87.0% | -18.2% |
| All | +9.5% | +92.4% | -82.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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