+32.1%
SNOW vs TGT
+29.2%
+3.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +4.9% | -0.6% | +5.5% | +5.2% |
| 30D | +1.5% | +9.5% | -8.0% | -1.9% |
| 3M | +39.5% | +32.3% | +7.3% | +25.1% |
| 6M | +85.9% | +37.0% | +48.9% | +62.9% |
| YTD | +52.9% | +71.0% | -18.1% | +21.8% |
| 1Y | +48.1% | +85.0% | -36.9% | +13.4% |
| 3Y | +102.2% | +46.8% | +55.3% | +55.2% |
| 5Y | +5.5% | -22.7% | +28.2% | +14.9% |
| All | +32.1% | +29.2% | +3.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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