+43.2%
TER vs SNOW
+7.5%
+35.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -6.8% |
| 7D | -19.9% | -14.5% | -5.4% | -19.6% |
| 30D | -43.5% | -14.3% | -29.3% | -43.4% |
| 3M | -37.8% | -8.3% | -29.5% | -37.4% |
| 6M | -25.6% | +101.5% | -127.1% | -23.6% |
| YTD | +29.8% | +32.5% | -2.7% | +41.7% |
| 1Y | +43.2% | +9.5% | +33.7% | +64.2% |
| All | +43.2% | +7.5% | +35.7% | +64.2% |
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