+14.7%
SNOW vs VST
+722.6%
-707.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.3% | -1.8% | +3.8% |
| 7D | +0.2% | -0.5% | +0.7% | -0.1% |
| 30D | -21.1% | -17.1% | -4.0% | -17.8% |
| 3M | -11.9% | -4.6% | -7.3% | -11.8% |
| 6M | +91.0% | -9.1% | +100.0% | +91.4% |
| YTD | +32.7% | -16.6% | +49.3% | +34.5% |
| 1Y | +10.8% | -29.5% | +40.2% | +16.9% |
| 3Y | +86.2% | +297.5% | -211.3% | +15.5% |
| 5Y | -22.7% | +654.5% | -677.3% | -58.5% |
| All | +14.7% | +722.6% | -707.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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