+32.1%
SNOW vs STRL
+3,724.8%
-3,692.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.0% |
| 7D | +4.9% | +10.1% | -5.2% | +3.4% |
| 30D | +1.5% | -8.2% | +9.7% | +2.6% |
| 3M | +39.5% | -43.7% | +83.2% | +49.6% |
| 6M | +85.9% | +27.1% | +58.8% | +64.6% |
| YTD | +52.9% | +64.0% | -11.0% | +27.2% |
| 1Y | +48.1% | +75.2% | -27.0% | +20.1% |
| 3Y | +102.2% | +539.9% | -437.7% | +20.3% |
| 5Y | +5.5% | +2,133.0% | -2,127.5% | -53.6% |
| All | +32.1% | +3,724.8% | -3,692.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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