+69.2%
T vs SNOW
+35.3%
+33.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -3.1% | +8.4% | -11.5% | -3.1% |
| 30D | +4.6% | -1.0% | +5.5% | +4.6% |
| 3M | +12.2% | +38.3% | -26.1% | +11.9% |
| 6M | -6.5% | +81.3% | -87.7% | -6.9% |
| YTD | +4.9% | +51.1% | -46.2% | +4.7% |
| 1Y | -10.5% | +47.0% | -57.4% | -10.7% |
| 3Y | +104.6% | +99.7% | +4.8% | +101.1% |
| 5Y | +64.2% | +3.6% | +60.6% | +58.5% |
| All | +69.2% | +35.3% | +33.9% | +63.6% |
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