+16.5%
SNOW vs STT
+228.6%
-212.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | -19.8% | -1.9% | -17.9% | -18.8% |
| 3M | -11.6% | -7.6% | -4.1% | -7.9% |
| 6M | +94.0% | +16.0% | +78.0% | +79.8% |
| YTD | +34.8% | +36.2% | -1.4% | +14.5% |
| 1Y | +10.1% | +46.8% | -36.6% | -10.1% |
| 3Y | +84.4% | +177.8% | -93.4% | +9.2% |
| 5Y | -18.1% | +105.8% | -123.9% | -48.8% |
| All | +16.5% | +228.6% | -212.1% | -26.9% |
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