+199.8%
TER vs SNOW
+51.4%
+148.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.9% | +5.5% |
| 7D | +0.6% | +2.8% | -2.2% | +0.5% |
| 30D | -8.3% | +6.4% | -14.7% | -8.5% |
| 3M | -12.2% | +38.1% | -50.3% | -12.5% |
| 6M | +17.0% | +100.4% | -83.4% | +16.0% |
| YTD | +84.6% | +53.7% | +30.9% | +100.0% |
| 1Y | +199.8% | +52.0% | +147.9% | +228.3% |
| All | +199.8% | +51.4% | +148.4% | +228.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling