+111.6%
SNOW vs VST
+372.0%
-260.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.2% |
| 7D | +2.8% | +8.9% | -6.1% | +0.8% |
| 30D | +6.4% | +6.2% | +0.2% | +4.9% |
| 3M | +38.1% | -2.7% | +40.8% | +37.7% |
| 6M | +100.4% | -8.4% | +108.7% | +101.0% |
| YTD | +53.7% | -7.2% | +60.9% | +53.1% |
| 1Y | +52.0% | -20.9% | +72.8% | +56.2% |
| All | +111.6% | +372.0% | -260.4% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling