+16.5%
SNOW vs STRL
+2,105.3%
-2,088.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.2% | -19.8% | +20.1% | +3.1% |
| 30D | -19.8% | -43.6% | +23.7% | -13.2% |
| 3M | -11.6% | -45.2% | +33.6% | -4.4% |
| 6M | +94.0% | -65.7% | +159.7% | +120.8% |
| YTD | +34.8% | -5.4% | +40.3% | +20.6% |
| 1Y | +10.1% | -24.7% | +34.8% | +3.0% |
| 3Y | +84.4% | +335.0% | -250.6% | +15.3% |
| 5Y | -18.1% | +915.3% | -933.4% | -60.6% |
| All | +16.5% | +2,105.3% | -2,088.9% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling