+93.3%
SNOW vs TE
-26.8%
+120.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -1.0% | -5.9% | +4.9% | -0.6% |
| 3M | +36.9% | -45.6% | +82.4% | +42.3% |
| 6M | +83.4% | -43.4% | +126.7% | +85.5% |
| YTD | +50.0% | -31.0% | +81.0% | +47.3% |
| 1Y | +46.5% | +145.2% | -98.7% | +21.0% |
| 3Y | +93.3% | -24.1% | +117.4% | +100.9% |
| All | +93.3% | -26.8% | +120.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling