+6.1%
SNOW vs SW
+41.2%
-35.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -7.0% |
| 7D | -18.4% | +4.7% | -23.0% | -19.0% |
| 30D | -19.8% | +5.0% | -24.8% | -20.5% |
| 3M | -14.9% | -7.3% | -7.6% | -14.1% |
| 6M | +90.2% | +15.0% | +75.2% | +84.6% |
| YTD | +22.9% | +18.5% | +4.4% | +17.9% |
| 1Y | +1.8% | +27.1% | -25.3% | -3.6% |
| 3Y | +79.7% | +49.3% | +30.4% | +63.7% |
| 5Y | -26.1% | -1.6% | -24.5% | -32.6% |
| All | +6.1% | +41.2% | -35.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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