+93.1%
SNOW vs SUNB
+0.6%
+92.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.4% |
| 7D | -2.4% | +6.0% | -8.4% | -1.2% |
| 30D | -1.0% | -9.7% | +8.7% | -2.5% |
| 3M | +36.9% | -9.8% | +46.7% | +35.0% |
| 6M | +83.4% | +3.1% | +80.2% | +87.3% |
| All | +93.1% | +0.6% | +92.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 10y: compounded portfolio wealth divided by compounded SUNB 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…
10y analysis · Full analysis span regression · 6 months rolling