+1,271.0%
STX vs SNOW
+22.9%
+1,248.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.1% | +9.7% |
| 7D | -1.0% | +3.7% | -4.6% | -1.4% |
| 30D | -26.8% | -16.4% | -10.3% | -24.2% |
| 3M | -32.7% | -9.9% | -22.9% | -31.5% |
| 6M | -33.7% | +98.8% | -132.6% | -42.3% |
| YTD | +101.0% | +37.3% | +63.7% | +85.7% |
| 1Y | +92.7% | +11.0% | +81.7% | +85.1% |
| 3Y | +708.7% | +87.8% | +620.9% | +580.0% |
| 5Y | +504.0% | -18.4% | +522.4% | +424.7% |
| All | +1,271.0% | +22.9% | +1,248.1% | +1,023.0% |
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