+5.5%
SNOW vs STZ
-36.5%
+42.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.1% |
| 7D | +4.9% | -7.4% | +12.3% | +5.8% |
| 30D | +1.5% | -10.9% | +12.4% | +2.8% |
| 3M | +39.5% | -13.4% | +53.0% | +41.6% |
| 6M | +85.9% | -16.2% | +102.1% | +87.7% |
| YTD | +52.9% | -10.4% | +63.4% | +49.0% |
| 1Y | +48.1% | -14.8% | +62.9% | +46.2% |
| 3Y | +102.2% | -50.1% | +152.3% | +142.9% |
| 5Y | +5.5% | -38.8% | +44.3% | +7.9% |
| All | +5.5% | -36.5% | +42.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling