+29.6%
SNOW vs VIAV
+223.2%
-193.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.0% |
| 7D | -2.4% | +11.2% | -13.6% | -5.0% |
| 30D | -1.0% | -10.1% | +9.1% | +0.9% |
| 3M | +36.9% | -22.9% | +59.7% | +42.2% |
| 6M | +83.4% | +28.8% | +54.6% | +48.1% |
| YTD | +50.0% | +117.5% | -67.5% | -8.4% |
| 1Y | +46.5% | +216.1% | -169.5% | -27.9% |
| 3Y | +93.3% | +292.2% | -198.9% | -21.9% |
| 5Y | +3.3% | +141.0% | -137.7% | -37.8% |
| All | +29.6% | +223.2% | -193.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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