+32.1%
SNOW vs VTR
+140.8%
-108.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.9% | -2.4% | +7.3% | +5.4% |
| 30D | +1.5% | -3.7% | +5.3% | +2.2% |
| 3M | +39.5% | +13.5% | +26.0% | +35.7% |
| 6M | +85.9% | +7.2% | +78.7% | +81.7% |
| YTD | +52.9% | +17.6% | +35.4% | +45.8% |
| 1Y | +48.1% | +35.4% | +12.7% | +35.7% |
| 3Y | +102.2% | +132.8% | -30.7% | +58.0% |
| 5Y | +5.5% | +88.7% | -83.2% | -15.7% |
| All | +32.1% | +140.8% | -108.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling