+83.4%
SNOW vs STRL
+341.0%
-257.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.1% |
| 7D | +5.5% | +15.7% | -10.2% | +3.2% |
| 30D | -13.2% | -35.5% | +22.3% | -8.3% |
| 3M | -13.7% | -47.1% | +33.4% | -6.9% |
| 6M | +91.0% | -65.8% | +156.8% | +114.6% |
| YTD | +32.7% | -4.5% | +37.2% | +14.7% |
| 1Y | +13.3% | -10.5% | +23.7% | -1.0% |
| 3Y | +83.4% | +340.6% | -257.2% | +6.5% |
| All | +83.4% | +341.0% | -257.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling