+489.2%
SPCX vs SNOW
+146.5%
+342.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +9.5% |
| 7D | +3.6% | +5.5% | -1.9% | -18.6% |
| 30D | -8.6% | -13.2% | +4.6% | +31.2% |
| 3M | -1.5% | -13.7% | +12.2% | -23.0% |
| 6M | +532.9% | +94.8% | +438.1% | -49.5% |
| YTD | +538.6% | +32.7% | +505.9% | -49.1% |
| 1Y | +442.9% | +13.3% | +429.6% | -56.7% |
| All | +489.2% | +146.5% | +342.7% | -52.8% |
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 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