+16.5%
SNOW vs STZ
-17.1%
+33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +5.3% | -5.1% | -0.2% |
| 30D | -19.8% | +19.6% | -39.4% | -21.4% |
| 3M | -11.6% | +10.0% | -21.6% | -12.6% |
| 6M | +94.0% | -0.3% | +94.3% | +93.9% |
| YTD | +34.8% | +8.6% | +26.3% | +29.2% |
| 1Y | +10.1% | +16.6% | -6.4% | +3.1% |
| 3Y | +84.4% | -34.8% | +119.2% | +103.4% |
| 5Y | -18.1% | -27.8% | +9.7% | -12.1% |
| All | +16.5% | -17.1% | +33.6% | +32.4% |
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