+18.6%
SNOW vs VUG
+130.5%
-111.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | -0.7% |
| 7D | +3.7% | -1.1% | +4.7% | +5.5% |
| 30D | -16.4% | -7.0% | -9.4% | -5.9% |
| 3M | -9.9% | -3.7% | -6.1% | -3.6% |
| 6M | +98.8% | -1.6% | +100.4% | +104.8% |
| YTD | +37.3% | +5.1% | +32.2% | +27.5% |
| 1Y | +11.0% | +3.8% | +7.3% | +5.3% |
| 3Y | +87.8% | +79.9% | +7.9% | -28.3% |
| 5Y | -18.4% | +66.4% | -84.8% | -61.2% |
| All | +18.6% | +130.5% | -111.9% | -64.1% |
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