-25.6%
SNOW vs VST
+561.4%
-587.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.6% | -8.2% | -0.5% |
| 7D | -9.9% | -9.8% | -0.1% | -7.7% |
| 30D | -17.1% | -25.1% | +8.0% | -10.9% |
| 3M | -13.2% | -11.6% | -1.7% | -11.3% |
| 6M | +97.4% | -20.9% | +118.3% | +105.4% |
| YTD | +25.8% | -22.3% | +48.1% | +29.9% |
| 1Y | +4.2% | -32.0% | +36.2% | +11.7% |
| 3Y | +91.3% | +262.4% | -171.1% | -6.9% |
| All | -25.6% | +561.4% | -587.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling