-9.9%
T vs SNOW
+95.2%
-105.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.4% |
| 7D | +1.6% | +10.8% | -9.2% | +2.2% |
| 30D | -2.9% | -16.5% | +13.6% | -3.6% |
| 3M | -7.5% | -10.1% | +2.6% | -8.0% |
| 6M | -9.9% | +96.5% | -106.4% | -11.7% |
| All | -9.9% | +95.2% | -105.1% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling