+226.8%
SOXX vs SNOW
+97.9%
+128.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -3.6% | -1.0% | -2.6% | -3.7% |
| 3M | -10.2% | +36.9% | -47.0% | -15.9% |
| 6M | +54.2% | +83.4% | -29.1% | +32.6% |
| YTD | +75.2% | +50.0% | +25.2% | +58.4% |
| 1Y | +107.5% | +46.5% | +61.0% | +88.5% |
| 3Y | +226.8% | +93.3% | +133.4% | +149.9% |
| All | +226.8% | +97.9% | +128.9% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling