-20.3%
SNOW vs SW
-0.1%
-20.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.3% |
| 7D | -14.5% | +12.1% | -26.6% | -16.4% |
| 30D | -14.3% | +6.6% | -20.8% | -15.4% |
| 3M | -8.3% | -6.0% | -2.2% | -7.4% |
| 6M | +101.5% | +21.5% | +80.0% | +92.0% |
| YTD | +32.5% | +20.3% | +12.1% | +25.3% |
| 1Y | +9.5% | +28.1% | -18.7% | +2.0% |
| 3Y | +93.7% | +51.6% | +42.1% | +69.9% |
| All | -20.3% | -0.1% | -20.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling