+108.2%
T vs SNOW
+103.1%
+5.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.5% | +4.9% | -6.4% | -1.4% |
| 30D | +7.6% | +1.5% | +6.1% | +7.7% |
| 3M | +15.3% | +39.5% | -24.2% | +16.5% |
| 6M | -8.5% | +85.9% | -94.4% | -6.2% |
| YTD | +6.8% | +52.9% | -46.2% | +9.3% |
| 1Y | -7.2% | +48.1% | -55.4% | -5.1% |
| 3Y | +108.2% | +102.2% | +6.1% | +108.8% |
| All | +108.2% | +103.1% | +5.2% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling