+14.7%
SNOW vs STM
+46.9%
-32.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.2% | +2.8% |
| 7D | +0.2% | -5.6% | +5.7% | +2.3% |
| 30D | -21.1% | -14.4% | -6.6% | -16.1% |
| 3M | -11.9% | -20.5% | +8.6% | -4.5% |
| 6M | +91.0% | -24.5% | +115.5% | +98.2% |
| YTD | +32.7% | +72.7% | -40.0% | -12.7% |
| 1Y | +10.8% | +91.0% | -80.3% | -31.2% |
| 3Y | +86.2% | +13.5% | +72.7% | +38.3% |
| 5Y | -22.7% | -9.2% | -13.5% | -36.2% |
| All | +14.7% | +46.9% | -32.2% | -25.3% |
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