+47.0%
SNOW vs STRL
+72.5%
-25.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | +8.4% | +8.2% | +0.2% | +8.1% |
| 30D | -1.0% | -6.3% | +5.4% | -0.8% |
| 3M | +38.3% | -41.2% | +79.5% | +39.8% |
| 6M | +81.3% | +20.4% | +60.9% | +68.1% |
| YTD | +51.1% | +61.7% | -10.6% | +29.8% |
| 1Y | +47.0% | +72.7% | -25.8% | +20.0% |
| All | +47.0% | +72.5% | -25.6% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling