+3.5%
SNOW vs SYY
+20.0%
-16.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -7.5% | +1.5% | -9.0% | -8.0% |
| 30D | -1.3% | -2.3% | +1.0% | -0.5% |
| 3M | +37.4% | +5.5% | +31.9% | +34.2% |
| 6M | +88.1% | -1.0% | +89.0% | +86.9% |
| YTD | +50.3% | +14.1% | +36.2% | +38.5% |
| 1Y | +46.0% | +5.6% | +40.4% | +39.2% |
| 3Y | +98.7% | +27.9% | +70.8% | +59.5% |
| 5Y | +3.5% | +22.7% | -19.2% | -17.3% |
| All | +3.5% | +20.0% | -16.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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