+5.5%
SNOW vs STT
+150.3%
-144.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +4.9% | +2.2% | +2.7% | +3.7% |
| 30D | +1.5% | +3.9% | -2.4% | -0.8% |
| 3M | +39.5% | +19.2% | +20.4% | +24.7% |
| 6M | +85.9% | +60.4% | +25.5% | +37.1% |
| YTD | +52.9% | +51.5% | +1.5% | +16.7% |
| 1Y | +48.1% | +76.3% | -28.2% | +2.0% |
| 3Y | +102.2% | +200.7% | -98.6% | -2.6% |
| 5Y | +5.5% | +157.5% | -152.0% | -46.9% |
| All | +5.5% | +150.3% | -144.9% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling