+72.7%
T vs SNOW
+37.6%
+35.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -1.9% |
| 7D | -1.3% | +2.8% | -4.1% | -1.3% |
| 30D | +11.4% | +6.4% | +4.9% | +11.3% |
| 3M | +14.3% | +38.1% | -23.8% | +14.0% |
| 6M | -9.3% | +100.4% | -109.7% | -9.8% |
| YTD | +7.1% | +53.7% | -46.6% | +6.9% |
| 1Y | -9.1% | +52.0% | -61.0% | -9.4% |
| 3Y | +105.3% | +114.7% | -9.3% | +101.4% |
| 5Y | +66.8% | +8.8% | +58.0% | +61.1% |
| All | +72.7% | +37.6% | +35.1% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling