+32.8%
SNOW vs Z
-62.4%
+95.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.5% |
| 7D | +2.8% | -3.0% | +5.8% | +4.2% |
| 30D | +6.4% | -4.2% | +10.6% | +7.9% |
| 3M | +38.1% | -3.7% | +41.8% | +38.8% |
| 6M | +100.4% | -24.5% | +124.9% | +122.5% |
| YTD | +53.7% | -49.3% | +103.0% | +102.6% |
| 1Y | +52.0% | -58.7% | +110.6% | +116.4% |
| 3Y | +114.7% | -34.1% | +148.8% | +127.2% |
| 5Y | +8.8% | -64.5% | +73.3% | +27.1% |
| All | +32.8% | -62.4% | +95.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling