+29.6%
SNOW vs VRSK
-3.3%
+32.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -5.2% | +2.7% | +0.4% |
| 30D | -1.0% | -2.3% | +1.3% | +0.3% |
| 3M | +36.9% | -2.9% | +39.8% | +37.1% |
| 6M | +83.4% | -12.8% | +96.2% | +95.0% |
| YTD | +50.0% | -20.8% | +70.8% | +68.4% |
| 1Y | +46.5% | -33.2% | +79.7% | +81.0% |
| 3Y | +93.3% | -26.6% | +119.9% | +113.7% |
| 5Y | +3.3% | -11.3% | +14.6% | -3.8% |
| All | +29.6% | -3.3% | +32.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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