+29.8%
SNOW vs Z
-66.0%
+95.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.7% |
| 7D | -7.5% | -11.6% | +4.1% | -2.4% |
| 30D | -1.3% | -8.5% | +7.1% | +2.1% |
| 3M | +37.4% | -7.9% | +45.3% | +40.7% |
| 6M | +88.1% | -29.1% | +117.1% | +114.1% |
| YTD | +50.3% | -54.2% | +104.5% | +106.9% |
| 1Y | +46.0% | -63.5% | +109.5% | +119.8% |
| 3Y | +98.7% | -38.6% | +137.3% | +116.2% |
| 5Y | +3.5% | -66.0% | +69.5% | +24.0% |
| All | +29.8% | -66.0% | +95.9% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling