+32.8%
SNOW vs SW
+45.4%
-12.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +2.8% | -5.1% | +7.9% | +3.6% |
| 30D | +6.4% | -4.6% | +11.0% | +7.1% |
| 3M | +38.1% | +9.4% | +28.7% | +35.4% |
| 6M | +100.4% | +3.5% | +96.9% | +97.5% |
| YTD | +53.7% | +22.0% | +31.7% | +47.0% |
| 1Y | +52.0% | +2.2% | +49.7% | +49.2% |
| 3Y | +114.7% | +19.6% | +95.1% | +102.3% |
| 5Y | +8.8% | -2.3% | +11.1% | -1.2% |
| All | +32.8% | +45.4% | -12.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling