+6.1%
SNOW vs VST
+593.4%
-587.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.2% | -1.1% | -5.8% |
| 7D | -18.4% | -19.9% | +1.5% | -14.1% |
| 30D | -19.8% | -29.7% | +9.9% | -13.1% |
| 3M | -14.9% | -19.6% | +4.6% | -11.1% |
| 6M | +90.2% | -29.4% | +119.6% | +102.8% |
| YTD | +22.9% | -29.7% | +52.6% | +29.8% |
| 1Y | +1.8% | -40.0% | +41.8% | +11.7% |
| 3Y | +79.7% | +231.0% | -151.3% | +16.6% |
| 5Y | -26.1% | +500.1% | -526.2% | -58.5% |
| All | +6.1% | +593.4% | -587.2% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling