+32.1%
SNOW vs SYY
+42.4%
-10.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.9% | -2.8% | +7.7% | +5.6% |
| 30D | +1.5% | -5.3% | +6.8% | +2.9% |
| 3M | +39.5% | +5.1% | +34.4% | +37.5% |
| 6M | +85.9% | -5.0% | +90.9% | +87.2% |
| YTD | +52.9% | +10.7% | +42.2% | +46.5% |
| 1Y | +48.1% | +0.7% | +47.4% | +45.8% |
| 3Y | +102.2% | +24.0% | +78.1% | +80.7% |
| 5Y | +5.5% | +19.3% | -13.8% | -1.5% |
| All | +32.1% | +42.4% | -10.3% | +34.8% |
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