+65.5%
T vs SNOW
+81.8%
-16.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +2.5% | +5.5% | -2.9% | +2.8% |
| 30D | -3.8% | -13.2% | +9.4% | -4.3% |
| 3M | -8.7% | -13.7% | +5.0% | -9.2% |
| 6M | -8.1% | +91.0% | -99.1% | -5.5% |
| YTD | -6.4% | +32.7% | -39.1% | -4.4% |
| 1Y | -9.8% | +13.3% | -23.0% | -8.0% |
| 3Y | +65.5% | +83.4% | -17.9% | +67.2% |
| All | +65.5% | +81.8% | -16.3% | +67.2% |
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 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