+47.0%
SNOW vs STT
+76.7%
-29.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +8.4% | +1.0% | +7.4% | +8.1% |
| 30D | -1.0% | +2.8% | -3.8% | -1.8% |
| 3M | +38.3% | +18.1% | +20.2% | +30.5% |
| 6M | +81.3% | +59.2% | +22.1% | +49.4% |
| YTD | +51.1% | +51.5% | -0.4% | +27.5% |
| 1Y | +47.0% | +75.7% | -28.7% | +14.1% |
| All | +47.0% | +76.7% | -29.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling