+110.9%
SNOW vs STM
+23.1%
+87.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.8% |
| 7D | +2.8% | +5.8% | -3.0% | +1.7% |
| 30D | +6.4% | -1.0% | +7.4% | +6.5% |
| 3M | +38.1% | -33.3% | +71.3% | +47.0% |
| 6M | +100.4% | +57.4% | +43.0% | +67.9% |
| YTD | +53.7% | +102.2% | -48.5% | +19.4% |
| 1Y | +52.0% | +99.6% | -47.6% | +17.4% |
| All | +110.9% | +23.1% | +87.8% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling