+414.0%
TER vs SNOW
+35.3%
+378.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +12.4% | +8.4% | +4.0% | +9.7% |
| 30D | +5.1% | -1.0% | +6.1% | +4.8% |
| 3M | +4.0% | +38.3% | -34.4% | -4.7% |
| 6M | +29.5% | +81.3% | -51.8% | +7.0% |
| YTD | +98.5% | +51.1% | +47.3% | +71.1% |
| 1Y | +234.1% | +47.0% | +187.1% | +190.0% |
| 3Y | +289.0% | +99.7% | +189.3% | +192.7% |
| 5Y | +228.2% | +3.6% | +224.6% | +167.5% |
| All | +414.0% | +35.3% | +378.7% | +287.5% |
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