+32.1%
SNOW vs VIVK
-100.0%
+132.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.6% |
| 7D | +4.9% | +13.1% | -8.1% | +4.7% |
| 30D | +1.5% | -29.7% | +31.2% | +2.0% |
| 3M | +39.5% | -93.0% | +132.5% | +44.0% |
| 6M | +85.9% | -98.0% | +183.9% | +94.1% |
| YTD | +52.9% | -97.8% | +150.7% | +58.7% |
| 1Y | +48.1% | -100.0% | +148.1% | +59.4% |
| 3Y | +102.2% | -100.0% | +202.1% | +116.1% |
| 5Y | +5.5% | -100.0% | +105.5% | +12.5% |
| All | +32.1% | -100.0% | +132.1% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling