+86.2%
SNOW vs Z
-19.5%
+105.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.5% |
| 7D | +0.2% | -5.2% | +5.3% | +1.5% |
| 30D | -21.1% | +5.7% | -26.8% | -23.0% |
| 3M | -11.9% | -8.7% | -3.2% | -10.7% |
| 6M | +91.0% | -26.0% | +116.9% | +104.8% |
| YTD | +32.7% | -55.0% | +87.8% | +64.0% |
| 1Y | +10.8% | -58.0% | +68.7% | +39.2% |
| 3Y | +86.2% | -15.2% | +101.4% | +109.2% |
| All | +86.2% | -19.5% | +105.7% | +109.2% |
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 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