+32.8%
SNOW vs SYF
+243.4%
-210.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | +2.4% | +0.4% | +1.8% |
| 30D | +6.4% | +0.8% | +5.6% | +6.0% |
| 3M | +38.1% | +13.4% | +24.7% | +29.9% |
| 6M | +100.4% | +16.3% | +84.0% | +85.3% |
| YTD | +53.7% | -3.0% | +56.7% | +53.6% |
| 1Y | +52.0% | +5.7% | +46.2% | +45.4% |
| 3Y | +114.7% | +160.1% | -45.5% | +32.3% |
| 5Y | +8.8% | +88.5% | -79.7% | -29.8% |
| All | +32.8% | +243.4% | -210.6% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling