+3.3%
SNOW vs VIAV
+139.8%
-136.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.0% |
| 7D | -2.4% | +11.2% | -13.6% | -4.8% |
| 30D | -1.0% | -10.1% | +9.1% | +0.8% |
| 3M | +36.9% | -22.9% | +59.7% | +41.9% |
| 6M | +83.4% | +28.8% | +54.6% | +48.7% |
| YTD | +50.0% | +117.5% | -67.5% | -7.9% |
| 1Y | +46.5% | +216.1% | -169.5% | -27.6% |
| 3Y | +93.3% | +292.2% | -198.9% | -21.8% |
| All | +3.3% | +139.8% | -136.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling