+32.8%
SNOW vs STM
+72.0%
-39.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.2% |
| 7D | +2.8% | +5.8% | -3.0% | +0.4% |
| 30D | +6.4% | -1.0% | +7.4% | +6.6% |
| 3M | +38.1% | -33.3% | +71.3% | +57.5% |
| 6M | +100.4% | +57.4% | +43.0% | +43.5% |
| YTD | +53.7% | +102.2% | -48.5% | -4.2% |
| 1Y | +52.0% | +99.6% | -47.6% | -6.5% |
| 3Y | +114.7% | +14.5% | +100.1% | +68.4% |
| 5Y | +8.8% | +21.4% | -12.6% | -20.3% |
| All | +32.8% | +72.0% | -39.2% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling