+14.6%
SNOW vs Z
-67.6%
+82.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -4.1% |
| 7D | +5.5% | +0.8% | +4.6% | +4.9% |
| 30D | -13.2% | +5.2% | -18.3% | -16.5% |
| 3M | -13.7% | -17.0% | +3.3% | -8.7% |
| 6M | +91.0% | -22.7% | +113.6% | +106.0% |
| YTD | +32.7% | -56.3% | +89.0% | +82.3% |
| 1Y | +13.3% | -57.7% | +70.9% | +57.0% |
| 3Y | +83.4% | -16.5% | +99.9% | +66.0% |
| 5Y | -24.7% | -53.4% | +28.7% | -16.7% |
| All | +14.6% | -67.6% | +82.2% | +48.2% |
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