+14.6%
SNOW vs VST
+717.0%
-702.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +5.5% | +6.6% | -1.1% | +3.9% |
| 30D | -13.2% | -12.4% | -0.8% | -10.7% |
| 3M | -13.7% | -9.0% | -4.7% | -12.6% |
| 6M | +91.0% | -6.4% | +97.4% | +90.0% |
| YTD | +32.7% | -17.2% | +49.8% | +34.6% |
| 1Y | +13.3% | -22.0% | +35.3% | +16.5% |
| 3Y | +83.4% | +296.7% | -213.3% | +13.8% |
| 5Y | -24.7% | +637.6% | -662.3% | -59.5% |
| All | +14.6% | +717.0% | -702.4% | -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