+114.9%
SNOW vs VIK
+236.8%
-122.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +4.9% | +3.6% | +1.3% | +3.5% |
| 30D | +1.5% | -16.7% | +18.3% | +8.3% |
| 3M | +39.5% | -1.1% | +40.6% | +39.0% |
| 6M | +85.9% | +27.8% | +58.1% | +62.0% |
| YTD | +52.9% | +23.3% | +29.6% | +34.6% |
| 1Y | +48.1% | +38.2% | +9.9% | +21.9% |
| All | +114.9% | +236.8% | -122.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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