+97.2%
SNOW vs VMC
+21.4%
+75.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | +1.5% | -9.1% | +10.6% | +5.1% |
| 3M | +39.5% | -4.1% | +43.7% | +39.8% |
| 6M | +85.9% | -5.5% | +91.4% | +85.0% |
| YTD | +52.9% | -8.9% | +61.9% | +52.9% |
| 1Y | +48.1% | -12.9% | +61.1% | +51.8% |
| All | +97.2% | +21.4% | +75.8% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling