+14.6%
SNOW vs SYY
+38.5%
-23.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.8% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | -13.2% | -4.8% | -8.4% | -12.4% |
| 3M | -13.7% | -7.1% | -6.7% | -12.5% |
| 6M | +91.0% | +6.8% | +84.2% | +86.3% |
| YTD | +32.7% | +7.7% | +25.0% | +27.5% |
| 1Y | +13.3% | +5.7% | +7.6% | +9.3% |
| 3Y | +83.4% | +24.6% | +58.8% | +62.3% |
| 5Y | -24.7% | +15.6% | -40.3% | -29.5% |
| All | +14.6% | +38.5% | -23.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling