-8.4%
T vs SNOW
+43.4%
-51.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.4% | -7.5% | +5.1% | -2.9% |
| 30D | +4.3% | -1.3% | +5.6% | +4.3% |
| 3M | +11.6% | +37.4% | -25.9% | +14.2% |
| 6M | -5.6% | +88.1% | -93.6% | 0.0% |
| YTD | +6.6% | +50.3% | -43.7% | +9.7% |
| 1Y | -8.4% | +46.0% | -54.4% | -4.6% |
| All | -8.4% | +43.4% | -51.8% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling