+2,099.8%
STX vs SNOW
+35.3%
+2,064.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | +9.6% | +8.4% | +1.2% | +7.7% |
| 30D | +10.6% | -1.0% | +11.6% | +10.4% |
| 3M | +4.8% | +38.3% | -33.5% | -1.6% |
| 6M | +137.3% | +81.3% | +56.0% | +108.0% |
| YTD | +222.5% | +51.1% | +171.4% | +192.0% |
| 1Y | +366.2% | +47.0% | +319.3% | +323.6% |
| 3Y | +1,352.9% | +99.7% | +1,253.2% | +1,101.2% |
| 5Y | +1,077.4% | +3.6% | +1,073.8% | +891.0% |
| All | +2,099.8% | +35.3% | +2,064.5% | +1,666.0% |
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