-19.4%
SNOW vs VO
+36.6%
-55.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +0.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.6% |
| 30D | -21.1% | +0.5% | -21.6% | -21.5% |
| 3M | -11.9% | -1.0% | -10.9% | -9.8% |
| 6M | +91.0% | +6.4% | +84.5% | +71.2% |
| YTD | +32.7% | +13.6% | +19.1% | +5.3% |
| 1Y | +10.8% | +14.5% | -3.7% | -13.6% |
| 3Y | +86.2% | +67.2% | +19.0% | -29.6% |
| All | -19.4% | +36.6% | -55.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling