+110.9%
SNOW vs STZ
-47.2%
+158.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.5% |
| 7D | +2.8% | -1.9% | +4.7% | +2.6% |
| 30D | +6.4% | -1.9% | +8.3% | +6.2% |
| 3M | +38.1% | -6.2% | +44.3% | +37.3% |
| 6M | +100.4% | -14.0% | +114.4% | +97.7% |
| YTD | +53.7% | -5.1% | +58.8% | +49.1% |
| 1Y | +52.0% | -9.6% | +61.5% | +48.2% |
| All | +110.9% | -47.2% | +158.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling