+17.6%
SNOW vs VSH
+95.2%
-77.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.7% |
| 7D | +10.8% | +26.2% | -15.4% | +2.2% |
| 30D | -16.5% | -12.5% | -4.0% | -13.4% |
| 3M | -10.1% | -16.9% | +6.8% | -6.5% |
| 6M | +96.5% | -17.0% | +113.5% | +89.3% |
| YTD | +36.2% | +93.8% | -57.7% | -13.1% |
| 1Y | +10.7% | +99.3% | -88.6% | -30.6% |
| 3Y | +86.2% | +35.0% | +51.2% | +31.9% |
| 5Y | -22.7% | +45.8% | -68.5% | -50.5% |
| All | +17.6% | +95.2% | -77.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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