+32.8%
SNOW vs VSAT
+111.9%
-79.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.0% | -10.4% | -6.2% |
| 7D | +2.8% | +11.8% | -9.0% | +0.8% |
| 30D | +6.4% | -7.0% | +13.5% | +7.5% |
| 3M | +38.1% | +3.3% | +34.8% | +34.8% |
| 6M | +100.4% | +57.4% | +43.0% | +78.3% |
| YTD | +53.7% | +118.6% | -64.9% | +28.0% |
| 1Y | +52.0% | +150.2% | -98.3% | +22.3% |
| 3Y | +114.7% | +160.7% | -46.1% | +50.7% |
| 5Y | +8.8% | +51.2% | -42.4% | -22.7% |
| All | +32.8% | +111.9% | -79.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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