+30.5%
SNOW vs STT
+265.5%
-234.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +8.4% | +1.0% | +7.4% | +8.0% |
| 30D | -1.0% | +2.8% | -3.8% | -2.3% |
| 3M | +38.3% | +18.1% | +20.2% | +26.9% |
| 6M | +81.3% | +59.2% | +22.1% | +42.3% |
| YTD | +51.1% | +51.5% | -0.4% | +21.5% |
| 1Y | +47.0% | +75.7% | -28.7% | +9.3% |
| 3Y | +99.7% | +200.8% | -101.0% | +13.3% |
| 5Y | +3.6% | +155.8% | -152.2% | -39.3% |
| All | +30.5% | +265.5% | -234.9% | -22.5% |
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