+32.1%
SNOW vs STM
+71.1%
-38.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.9% | +5.2% | -0.3% | +2.7% |
| 30D | +1.5% | -7.4% | +8.9% | +4.5% |
| 3M | +39.5% | -30.6% | +70.2% | +56.8% |
| 6M | +85.9% | +66.4% | +19.5% | +29.5% |
| YTD | +52.9% | +101.1% | -48.2% | -4.5% |
| 1Y | +48.1% | +97.4% | -49.3% | -8.3% |
| 3Y | +102.2% | +21.1% | +81.0% | +52.0% |
| 5Y | +5.5% | +22.5% | -17.0% | -23.1% |
| All | +32.1% | +71.1% | -38.9% | -18.3% |
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