+32.1%
SNOW vs TRU
-8.8%
+40.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.1% |
| 7D | +4.9% | -7.2% | +12.1% | +9.7% |
| 30D | +1.5% | -2.8% | +4.3% | +3.2% |
| 3M | +39.5% | +13.0% | +26.5% | +28.6% |
| 6M | +85.9% | +0.7% | +85.2% | +82.9% |
| YTD | +52.9% | -9.0% | +61.9% | +58.3% |
| 1Y | +48.1% | -16.3% | +64.4% | +58.3% |
| 3Y | +102.2% | -1.1% | +103.2% | +84.3% |
| 5Y | +5.5% | -36.0% | +41.5% | +24.5% |
| All | +32.1% | -8.8% | +40.9% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling