+17.6%
SNOW vs STT
+232.6%
-214.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +10.8% | +5.1% | +5.7% | +8.1% |
| 30D | -16.5% | -0.2% | -16.3% | -16.2% |
| 3M | -10.1% | -8.1% | -2.0% | -6.1% |
| 6M | +96.5% | +16.6% | +79.9% | +81.7% |
| YTD | +36.2% | +37.8% | -1.7% | +15.0% |
| 1Y | +10.7% | +46.8% | -36.1% | -9.6% |
| 3Y | +86.2% | +181.2% | -94.9% | +9.6% |
| 5Y | -22.7% | +105.1% | -127.9% | -52.0% |
| All | +17.6% | +232.6% | -214.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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