-18.1%
SNOW vs VST
+644.1%
-662.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | +0.2% | -6.0% | +6.3% | +1.5% |
| 30D | -19.8% | -18.8% | -1.1% | -15.6% |
| 3M | -11.6% | -8.0% | -3.6% | -10.6% |
| 6M | +94.0% | -10.9% | +104.9% | +95.3% |
| YTD | +34.8% | -18.3% | +53.2% | +37.4% |
| 1Y | +10.1% | -29.9% | +40.1% | +17.2% |
| 3Y | +84.4% | +290.3% | -205.9% | -12.9% |
| 5Y | -18.1% | +635.3% | -653.4% | -73.7% |
| All | -18.1% | +644.1% | -662.2% | -73.7% |
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