+20.0%
SPY vs SNOW
+51.4%
-31.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +0.1% | +6.4% | -6.4% | -0.4% |
| 3M | +2.0% | +38.1% | -36.1% | +0.3% |
| 6M | +13.0% | +100.4% | -87.4% | +8.8% |
| YTD | +13.5% | +53.7% | -40.2% | +12.3% |
| 1Y | +20.0% | +52.0% | -32.0% | +19.3% |
| All | +20.0% | +51.4% | -31.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling