+18.6%
SNOW vs Z
-68.0%
+86.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.1% |
| 7D | +3.7% | -13.1% | +16.7% | +9.9% |
| 30D | -16.4% | +5.9% | -22.3% | -19.8% |
| 3M | -9.9% | -13.7% | +3.8% | -6.4% |
| 6M | +98.8% | -27.1% | +126.0% | +120.3% |
| YTD | +37.3% | -56.8% | +94.1% | +89.8% |
| 1Y | +11.0% | -60.2% | +71.3% | +58.5% |
| 3Y | +87.8% | -19.7% | +107.5% | +73.4% |
| 5Y | -18.4% | -53.7% | +35.3% | -9.4% |
| All | +18.6% | -68.0% | +86.6% | +54.2% |
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