+368.8%
SNXX vs SNOW
+54.3%
+314.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.1% |
| 7D | -12.0% | -2.4% | -9.6% | -12.1% |
| 30D | +37.9% | -1.0% | +38.9% | +37.7% |
| 3M | -52.7% | +36.9% | -89.5% | -51.7% |
| 6M | +194.8% | +83.4% | +111.4% | +194.9% |
| All | +368.8% | +54.3% | +314.4% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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