+93.8%
SNOW vs VIVK
-100.0%
+193.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -7.5% | -9.5% | +2.0% | -7.3% |
| 30D | -1.3% | -35.1% | +33.8% | -0.4% |
| 3M | +37.4% | -93.4% | +130.8% | +44.1% |
| 6M | +88.1% | -98.0% | +186.0% | +100.5% |
| YTD | +50.3% | -97.9% | +148.2% | +59.0% |
| 1Y | +46.0% | -100.0% | +146.0% | +64.4% |
| All | +93.8% | -100.0% | +193.7% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling