+69.9%
SNOW vs VG
-49.4%
+119.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +0.2% | -7.7% | +7.9% | +1.3% |
| 30D | -19.8% | -8.8% | -11.0% | -18.9% |
| 3M | -11.6% | -15.6% | +4.0% | -10.0% |
| 6M | +94.0% | +5.2% | +88.8% | +89.4% |
| YTD | +34.8% | +76.9% | -42.1% | +17.0% |
| 1Y | +10.1% | +42.5% | -32.3% | -1.0% |
| All | +69.9% | -49.4% | +119.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling