+93.3%
SNOW vs VTR
+132.9%
-39.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -1.0% | +1.1% | -2.1% | -1.0% |
| 3M | +36.9% | +7.9% | +29.0% | +36.2% |
| 6M | +83.4% | +6.2% | +77.2% | +81.9% |
| YTD | +50.0% | +17.7% | +32.2% | +45.4% |
| 1Y | +46.5% | +32.9% | +13.6% | +37.8% |
| 3Y | +93.3% | +129.7% | -36.4% | +50.8% |
| All | +93.3% | +132.9% | -39.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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