+9.5%
SNOW vs Z
-54.2%
+63.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -3.6% |
| 7D | -14.5% | +10.2% | -24.7% | -16.6% |
| 30D | -14.3% | +23.7% | -38.0% | -19.7% |
| 3M | -8.3% | -6.6% | -1.7% | -6.8% |
| 6M | +101.5% | -23.0% | +124.5% | +116.2% |
| YTD | +32.5% | -50.3% | +82.8% | +57.8% |
| 1Y | +9.5% | -53.6% | +63.1% | +32.0% |
| All | +9.5% | -54.2% | +63.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling