+143.3%
SPY vs SNOW
+21.9%
+121.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +3.3% | +10.8% | -7.5% | +2.0% |
| 30D | -2.7% | -16.5% | +13.8% | -0.6% |
| 3M | -1.7% | -10.1% | +8.4% | -0.9% |
| 6M | +3.1% | +96.5% | -93.5% | -6.9% |
| YTD | +11.9% | +36.2% | -24.3% | +5.3% |
| 1Y | +12.0% | +10.7% | +1.3% | +8.3% |
| 3Y | +78.2% | +86.2% | -8.0% | +55.3% |
| 5Y | +73.2% | -22.7% | +96.0% | +55.5% |
| All | +143.3% | +21.9% | +121.3% | +108.4% |
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