+9.5%
SNOW vs VMC
+3.7%
+5.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -0.9% |
| 7D | -14.5% | +12.3% | -26.8% | -13.3% |
| 30D | -14.3% | +21.2% | -35.5% | -12.6% |
| 3M | -8.3% | +4.6% | -12.9% | -7.2% |
| 6M | +101.5% | +3.9% | +97.6% | +102.7% |
| YTD | +32.5% | +5.0% | +27.5% | +31.8% |
| 1Y | +9.5% | +2.6% | +6.9% | +9.4% |
| All | +9.5% | +3.7% | +5.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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