-26.1%
SNOW vs SYY
+15.0%
-41.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | -13.2% | -4.8% | -8.4% | -12.0% |
| 3M | -13.7% | -7.1% | -6.7% | -11.9% |
| 6M | +91.0% | +6.8% | +84.2% | +83.6% |
| YTD | +32.7% | +7.7% | +25.0% | +23.8% |
| 1Y | +13.3% | +5.7% | +7.6% | +6.5% |
| 3Y | +83.4% | +24.6% | +58.8% | +43.8% |
| All | -26.1% | +15.0% | -41.1% | -38.6% |
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