+144.9%
SPY vs SNOW
+34.3%
+110.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -2.4% | +1.7% | -0.5% |
| 30D | -1.1% | -1.0% | -0.1% | -1.2% |
| 3M | +3.9% | +36.9% | -33.0% | -0.5% |
| 6M | +13.6% | +83.4% | -69.7% | +3.4% |
| YTD | +12.7% | +50.0% | -37.3% | +5.0% |
| 1Y | +17.5% | +46.5% | -29.0% | +9.5% |
| 3Y | +76.9% | +93.3% | -16.4% | +53.6% |
| 5Y | +83.6% | +3.3% | +80.3% | +60.9% |
| All | +144.9% | +34.3% | +110.7% | +107.8% |
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