+14.4%
SNOW vs SW
+43.4%
-28.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.1% |
| 7D | -14.5% | +12.1% | -26.6% | -16.1% |
| 30D | -14.3% | +6.6% | -20.8% | -15.2% |
| 3M | -8.3% | -6.0% | -2.2% | -7.6% |
| 6M | +101.5% | +21.5% | +80.0% | +93.8% |
| YTD | +32.5% | +20.3% | +12.1% | +26.8% |
| 1Y | +9.5% | +28.1% | -18.7% | +3.5% |
| 3Y | +93.7% | +51.6% | +42.1% | +76.0% |
| 5Y | -18.6% | -0.1% | -18.4% | -25.9% |
| All | +14.4% | +43.4% | -28.9% | +7.8% |
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