+30.5%
SNOW vs SU
+540.1%
-509.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +8.4% | +1.6% | +6.8% | +8.1% |
| 30D | -1.0% | +10.7% | -11.7% | -2.4% |
| 3M | +38.3% | +13.5% | +24.8% | +35.6% |
| 6M | +81.3% | +21.8% | +59.5% | +75.0% |
| YTD | +51.1% | +58.8% | -7.7% | +39.5% |
| 1Y | +47.0% | +72.0% | -25.1% | +33.7% |
| 3Y | +99.7% | +121.7% | -22.0% | +73.3% |
| 5Y | +3.6% | +350.4% | -346.8% | -17.1% |
| All | +30.5% | +540.1% | -509.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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