+3.6%
SNOW vs VMC
+48.3%
-44.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.9% |
| 7D | +8.4% | -5.3% | +13.7% | +12.1% |
| 30D | -1.0% | -12.3% | +11.3% | +7.6% |
| 3M | +38.3% | -10.3% | +48.6% | +45.8% |
| 6M | +81.3% | -8.6% | +89.9% | +84.9% |
| YTD | +51.1% | -11.9% | +63.0% | +55.5% |
| 1Y | +47.0% | -13.9% | +60.9% | +53.2% |
| 3Y | +99.7% | +18.2% | +81.6% | +49.1% |
| 5Y | +3.6% | +47.7% | -44.1% | -34.8% |
| All | +3.6% | +48.3% | -44.7% | -34.8% |
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