+32.8%
SNOW vs STT
+270.0%
-237.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +6.4% | +3.9% | +2.6% | +4.4% |
| 3M | +38.1% | +20.0% | +18.1% | +25.7% |
| 6M | +100.4% | +55.3% | +45.1% | +59.2% |
| YTD | +53.7% | +53.3% | +0.4% | +22.9% |
| 1Y | +52.0% | +74.7% | -22.7% | +13.3% |
| 3Y | +114.7% | +205.8% | -91.2% | +20.8% |
| 5Y | +8.8% | +145.0% | -136.2% | -36.4% |
| All | +32.8% | +270.0% | -237.2% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling