+32.8%
SNOW vs VMC
+108.4%
-75.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.9% |
| 7D | +2.8% | -4.3% | +7.1% | +5.1% |
| 30D | +6.4% | -8.2% | +14.7% | +11.3% |
| 3M | +38.1% | -7.0% | +45.1% | +41.6% |
| 6M | +100.4% | -10.8% | +111.1% | +107.9% |
| YTD | +53.7% | -7.4% | +61.1% | +53.9% |
| 1Y | +52.0% | -9.5% | +61.4% | +53.8% |
| 3Y | +114.7% | +20.5% | +94.2% | +74.5% |
| 5Y | +8.8% | +51.6% | -42.8% | -23.6% |
| All | +32.8% | +108.4% | -75.7% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling