+50.9%
T vs SNOW
+21.9%
+29.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.4% |
| 7D | +1.6% | +10.8% | -9.2% | +1.6% |
| 30D | -2.9% | -16.5% | +13.6% | -2.9% |
| 3M | -7.5% | -10.1% | +2.6% | -7.5% |
| 6M | -9.9% | +96.5% | -106.4% | -10.5% |
| YTD | -6.4% | +36.2% | -42.6% | -6.6% |
| 1Y | -9.4% | +10.7% | -20.1% | -9.2% |
| 3Y | +64.9% | +86.2% | -21.4% | +61.9% |
| 5Y | +57.0% | -22.7% | +79.7% | +51.0% |
| All | +50.9% | +21.9% | +29.0% | +45.9% |
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