+46.5%
SNOW vs VIVK
-100.0%
+146.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | -2.4% | -4.4% | +1.9% | -2.4% |
| 30D | -1.0% | -40.8% | +39.8% | 0.0% |
| 3M | +36.9% | -94.1% | +131.0% | +43.1% |
| 6M | +83.4% | -98.2% | +181.5% | +94.9% |
| YTD | +50.0% | -98.0% | +148.0% | +60.3% |
| 1Y | +46.5% | -100.0% | +146.5% | +55.5% |
| All | +46.5% | -100.0% | +146.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling