+32.8%
SNOW vs STRL
+3,605.2%
-3,572.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.8% | -11.2% | -6.3% |
| 7D | +2.8% | +3.4% | -0.6% | +2.2% |
| 30D | +6.4% | -9.2% | +15.7% | +7.7% |
| 3M | +38.1% | -51.0% | +89.1% | +51.3% |
| 6M | +100.4% | +15.8% | +84.6% | +80.5% |
| YTD | +53.7% | +58.9% | -5.2% | +28.4% |
| 1Y | +52.0% | +68.5% | -16.6% | +23.9% |
| 3Y | +114.7% | +485.2% | -370.6% | +29.7% |
| 5Y | +8.8% | +2,005.1% | -1,996.3% | -51.8% |
| All | +32.8% | +3,605.2% | -3,572.4% | -51.0% |
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