+94.8%
SNOW vs SYF
+160.5%
-65.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +8.4% | -1.3% | +9.7% | +9.1% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +38.3% | +7.4% | +30.9% | +33.5% |
| 6M | +81.3% | +16.2% | +65.1% | +68.1% |
| YTD | +51.1% | -6.1% | +57.2% | +53.4% |
| 1Y | +47.0% | +3.4% | +43.6% | +42.2% |
| All | +94.8% | +160.5% | -65.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling