+57.6%
T vs SNOW
-17.3%
+75.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +1.4% |
| 7D | +2.0% | +3.7% | -1.7% | +1.9% |
| 30D | -1.0% | -16.4% | +15.4% | -0.9% |
| 3M | -8.1% | -9.9% | +1.7% | -8.1% |
| 6M | -8.3% | +98.8% | -107.1% | -9.4% |
| YTD | -6.1% | +37.3% | -43.4% | -6.5% |
| 1Y | -7.4% | +11.0% | -18.4% | -7.2% |
| 3Y | +65.4% | +87.8% | -22.3% | +60.8% |
| 5Y | +57.6% | -18.4% | +76.0% | +51.3% |
| All | +57.6% | -17.3% | +75.0% | +51.3% |
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