+444.9%
SOXX vs SNOW
+34.6%
+410.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +3.0% | -7.5% | +10.5% | +4.8% |
| 30D | -3.1% | -1.3% | -1.8% | -3.3% |
| 3M | -4.4% | +37.4% | -41.8% | -12.2% |
| 6M | +52.9% | +88.1% | -35.2% | +25.7% |
| YTD | +72.0% | +50.3% | +21.7% | +49.2% |
| 1Y | +105.1% | +46.0% | +59.1% | +78.9% |
| 3Y | +220.6% | +98.7% | +121.9% | +143.5% |
| 5Y | +244.8% | +3.5% | +241.3% | +180.7% |
| All | +444.9% | +34.6% | +410.3% | +312.8% |
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