+10.1%
SNOW vs STZ
+17.1%
-6.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | +5.3% | -5.1% | +3.0% |
| 30D | -19.8% | +19.6% | -39.4% | -11.5% |
| 3M | -11.6% | +10.0% | -21.6% | -6.7% |
| 6M | +94.0% | -0.3% | +94.3% | +92.7% |
| YTD | +34.8% | +8.6% | +26.3% | +35.1% |
| 1Y | +10.1% | +16.6% | -6.4% | +14.1% |
| All | +10.1% | +17.1% | -6.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling