+81.7%
SPY vs SNOW
+5.9%
+75.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.4% | +8.4% | -8.7% | -1.6% |
| 30D | -1.4% | -1.0% | -0.4% | -1.5% |
| 3M | +3.7% | +38.3% | -34.6% | -1.2% |
| 6M | +13.0% | +81.3% | -68.3% | +2.0% |
| YTD | +12.4% | +51.1% | -38.7% | +4.0% |
| 1Y | +18.5% | +47.0% | -28.4% | +9.7% |
| 3Y | +77.6% | +99.7% | -22.1% | +50.8% |
| 5Y | +81.7% | +3.6% | +78.1% | +56.9% |
| All | +81.7% | +5.9% | +75.8% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling