+66.1%
T vs SNOW
+7.5%
+58.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -1.5% | +4.9% | -6.4% | -1.6% |
| 30D | +7.6% | +1.5% | +6.1% | +7.6% |
| 3M | +15.3% | +39.5% | -24.2% | +14.7% |
| 6M | -8.5% | +85.9% | -94.4% | -9.3% |
| YTD | +6.8% | +52.9% | -46.2% | +6.3% |
| 1Y | -7.2% | +48.1% | -55.4% | -7.7% |
| 3Y | +108.2% | +102.2% | +6.1% | +102.7% |
| 5Y | +66.1% | +5.5% | +60.6% | +54.4% |
| All | +66.1% | +7.5% | +58.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling