+32.8%
SNOW vs STZ
-27.6%
+60.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +2.8% | -1.9% | +4.7% | +3.0% |
| 30D | +6.4% | -1.9% | +8.3% | +6.6% |
| 3M | +38.1% | -6.2% | +44.3% | +38.9% |
| 6M | +100.4% | -14.0% | +114.4% | +102.6% |
| YTD | +53.7% | -5.1% | +58.8% | +49.6% |
| 1Y | +52.0% | -9.6% | +61.5% | +49.5% |
| 3Y | +114.7% | -47.2% | +161.9% | +149.1% |
| 5Y | +8.8% | -33.6% | +42.3% | +17.6% |
| All | +32.8% | -27.6% | +60.3% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling