+102.2%
SNOW vs Z
-37.5%
+139.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | +1.5% |
| 7D | +4.9% | -3.3% | +8.2% | +6.0% |
| 30D | +1.5% | -3.7% | +5.2% | +2.4% |
| 3M | +39.5% | -7.0% | +46.5% | +41.5% |
| 6M | +85.9% | -29.5% | +115.4% | +104.7% |
| YTD | +52.9% | -52.6% | +105.5% | +89.9% |
| 1Y | +48.1% | -64.0% | +112.1% | +99.1% |
| 3Y | +102.2% | -36.4% | +138.6% | +128.5% |
| All | +102.2% | -37.5% | +139.6% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling