+46.0%
SNOW vs Z
-64.6%
+110.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.2% |
| 7D | -7.5% | -11.6% | +4.1% | -4.4% |
| 30D | -1.3% | -8.5% | +7.1% | +0.9% |
| 3M | +37.4% | -7.9% | +45.3% | +39.3% |
| 6M | +88.1% | -29.1% | +117.1% | +102.6% |
| YTD | +50.3% | -54.2% | +104.5% | +73.2% |
| 1Y | +46.0% | -63.5% | +109.5% | +66.2% |
| All | +46.0% | -64.6% | +110.6% | +66.2% |
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 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