+32.8%
SNOW vs VUG
+139.0%
-106.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.7% |
| 7D | +2.8% | -0.1% | +2.9% | +3.3% |
| 30D | +6.4% | -0.3% | +6.7% | +7.4% |
| 3M | +38.1% | -0.7% | +38.8% | +38.9% |
| 6M | +100.4% | +14.6% | +85.8% | +60.5% |
| YTD | +53.7% | +9.0% | +44.7% | +34.3% |
| 1Y | +52.0% | +14.9% | +37.1% | +22.4% |
| 3Y | +114.7% | +86.0% | +28.6% | -22.4% |
| 5Y | +8.8% | +76.7% | -67.9% | -52.9% |
| All | +32.8% | +139.0% | -106.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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