+81.5%
SNOW vs VO
+66.9%
+14.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +1.5% |
| 7D | +0.2% | -0.1% | +0.3% | +0.6% |
| 30D | -21.1% | +0.5% | -21.6% | -21.4% |
| 3M | -11.9% | -1.0% | -10.9% | -10.1% |
| 6M | +91.0% | +6.4% | +84.5% | +75.2% |
| YTD | +32.7% | +13.6% | +19.1% | +10.3% |
| 1Y | +10.8% | +14.5% | -3.7% | -9.1% |
| All | +81.5% | +66.9% | +14.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling