+455.0%
SOXX vs SNOW
+34.3%
+420.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -3.6% | -1.0% | -2.6% | -3.8% |
| 3M | -10.2% | +36.9% | -47.0% | -17.4% |
| 6M | +54.2% | +83.4% | -29.1% | +27.7% |
| YTD | +75.2% | +50.0% | +25.2% | +52.1% |
| 1Y | +107.5% | +46.5% | +61.0% | +80.8% |
| 3Y | +226.8% | +93.3% | +133.4% | +150.0% |
| 5Y | +251.2% | +3.3% | +247.9% | +186.1% |
| All | +455.0% | +34.3% | +420.8% | +320.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling