+3.6%
SNOW vs VSH
+67.3%
-63.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +8.4% | +3.5% | +4.9% | +7.0% |
| 30D | -1.0% | -4.4% | +3.4% | +0.1% |
| 3M | +38.3% | -45.8% | +84.1% | +64.3% |
| 6M | +81.3% | +90.1% | -8.8% | +23.1% |
| YTD | +51.1% | +120.3% | -69.2% | -5.8% |
| 1Y | +47.0% | +112.2% | -65.3% | -8.0% |
| 3Y | +99.7% | +36.6% | +63.2% | +52.4% |
| 5Y | +3.6% | +67.0% | -63.4% | -39.0% |
| All | +3.6% | +67.3% | -63.7% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling