-26.1%
SNOW vs VMC
+42.8%
-68.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | +5.5% | -1.3% | +6.7% | +6.4% |
| 30D | -13.2% | +15.5% | -28.6% | -21.6% |
| 3M | -13.7% | +0.6% | -14.3% | -15.0% |
| 6M | +91.0% | +2.1% | +88.9% | +82.3% |
| YTD | +32.7% | -1.6% | +34.2% | +25.7% |
| 1Y | +13.3% | -1.2% | +14.4% | +6.6% |
| 3Y | +83.4% | +35.3% | +48.0% | +20.5% |
| All | -26.1% | +42.8% | -68.9% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling