+111.6%
SNOW vs SUI
+12.1%
+99.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +2.8% | -2.8% | +5.6% | +3.2% |
| 30D | +6.4% | -1.2% | +7.6% | +6.5% |
| 3M | +38.1% | -1.7% | +39.8% | +38.0% |
| 6M | +100.4% | -10.5% | +110.9% | +103.8% |
| YTD | +53.7% | -1.8% | +55.5% | +53.1% |
| 1Y | +52.0% | -4.1% | +56.0% | +51.9% |
| All | +111.6% | +12.1% | +99.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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