+18.6%
SNOW vs STZ
-17.9%
+36.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +3.7% | -0.9% | +4.6% | +3.7% |
| 30D | -16.4% | +14.9% | -31.3% | -17.7% |
| 3M | -9.9% | +8.4% | -18.3% | -10.8% |
| 6M | +98.8% | +2.8% | +96.0% | +97.7% |
| YTD | +37.3% | +7.5% | +29.8% | +31.7% |
| 1Y | +11.0% | +12.5% | -1.5% | +4.8% |
| 3Y | +87.8% | -35.4% | +123.2% | +107.3% |
| 5Y | -18.4% | -29.3% | +10.9% | -12.2% |
| All | +18.6% | -17.9% | +36.5% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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