+8.6%
SNOW vs SUI
-0.4%
+9.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.9% |
| 7D | -9.9% | +6.2% | -16.1% | -12.3% |
| 30D | -17.1% | +8.6% | -25.7% | -20.4% |
| 3M | -13.2% | +1.0% | -14.2% | -14.3% |
| 6M | +97.4% | -2.6% | +100.0% | +97.1% |
| YTD | +25.8% | -0.1% | +25.9% | +23.4% |
| 1Y | +4.2% | +0.5% | +3.7% | +1.8% |
| 3Y | +91.3% | +15.3% | +76.1% | +65.2% |
| 5Y | -24.4% | -26.1% | +1.8% | -14.3% |
| All | +8.6% | -0.4% | +9.0% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling