+46.5%
SNOW vs TRU
-13.7%
+60.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.4% | -2.7% | +0.3% | -1.3% |
| 30D | -1.0% | -2.0% | +1.1% | +0.2% |
| 3M | +36.9% | +18.4% | +18.4% | +26.0% |
| 6M | +83.4% | +8.9% | +74.5% | +75.1% |
| YTD | +50.0% | -8.9% | +58.9% | +44.8% |
| 1Y | +46.5% | -15.9% | +62.4% | +38.5% |
| All | +46.5% | -13.7% | +60.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling