+83.4%
SNOW vs VST
+295.7%
-212.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | +5.5% | +6.6% | -1.1% | +4.0% |
| 30D | -13.2% | -12.4% | -0.8% | -11.0% |
| 3M | -13.7% | -9.0% | -4.7% | -12.7% |
| 6M | +91.0% | -6.4% | +97.4% | +90.0% |
| YTD | +32.7% | -17.2% | +49.8% | +34.5% |
| 1Y | +13.3% | -22.0% | +35.3% | +16.2% |
| 3Y | +83.4% | +296.7% | -213.3% | +30.2% |
| All | +83.4% | +295.7% | -212.4% | +30.2% |
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 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