+71.5%
SNOW vs VG
-44.1%
+115.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.6% | -1.5% |
| 7D | +10.8% | +15.1% | -4.3% | +8.7% |
| 30D | -16.5% | -4.2% | -12.3% | -16.2% |
| 3M | -10.1% | -3.1% | -7.0% | -10.2% |
| 6M | +96.5% | +0.3% | +96.2% | +93.5% |
| YTD | +36.2% | +95.5% | -59.3% | +16.5% |
| 1Y | +10.7% | +64.4% | -53.7% | -2.5% |
| All | +71.5% | -44.1% | +115.6% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling