+71.9%
T vs SNOW
+34.6%
+37.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.4% | -7.5% | +5.1% | -2.4% |
| 30D | +4.3% | -1.3% | +5.6% | +4.3% |
| 3M | +11.6% | +37.4% | -25.9% | +11.2% |
| 6M | -5.6% | +88.1% | -93.6% | -6.1% |
| YTD | +6.6% | +50.3% | -43.7% | +6.3% |
| 1Y | -8.4% | +46.0% | -54.4% | -8.6% |
| 3Y | +107.8% | +98.7% | +9.2% | +104.3% |
| 5Y | +68.3% | +3.5% | +64.8% | +62.4% |
| All | +71.9% | +34.6% | +37.3% | +66.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling