+14.6%
SNOW vs STM
+54.1%
-39.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +5.5% | +12.0% | -6.5% | +0.7% |
| 30D | -13.2% | -0.4% | -12.8% | -13.3% |
| 3M | -13.7% | -13.2% | -0.6% | -9.8% |
| 6M | +91.0% | -26.1% | +117.1% | +101.4% |
| YTD | +32.7% | +81.2% | -48.5% | -14.5% |
| 1Y | +13.3% | +98.3% | -85.0% | -30.6% |
| 3Y | +83.4% | +16.7% | +66.6% | +35.6% |
| 5Y | -24.7% | -4.8% | -19.9% | -39.1% |
| All | +14.6% | +54.1% | -39.5% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling