+256.1%
TER vs SNOW
+22.9%
+233.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +7.8% |
| 7D | +5.9% | +3.7% | +2.2% | +5.3% |
| 30D | -30.8% | -16.4% | -14.3% | -27.4% |
| 3M | -29.9% | -9.9% | -20.1% | -28.3% |
| 6M | -27.5% | +98.8% | -126.3% | -40.6% |
| YTD | +37.5% | +37.3% | +0.2% | +21.7% |
| 1Y | +50.3% | +11.0% | +39.2% | +41.0% |
| 3Y | +204.9% | +87.8% | +117.1% | +134.3% |
| 5Y | +89.2% | -18.4% | +107.6% | +64.0% |
| All | +256.1% | +22.9% | +233.1% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling