+14.6%
SNOW vs VO
+101.7%
-87.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +5.5% | +3.1% | +2.4% | +0.1% |
| 30D | -13.2% | +2.2% | -15.4% | -16.2% |
| 3M | -13.7% | -2.5% | -11.3% | -9.4% |
| 6M | +91.0% | +7.0% | +84.0% | +70.3% |
| YTD | +32.7% | +14.0% | +18.7% | +5.4% |
| 1Y | +13.3% | +15.6% | -2.4% | -12.5% |
| 3Y | +83.4% | +66.2% | +17.2% | -26.3% |
| 5Y | -24.7% | +36.6% | -61.3% | -53.4% |
| All | +14.6% | +101.7% | -87.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling