+192.8%
TER vs SNOW
+82.5%
+110.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +11.6% |
| 7D | -5.8% | +0.2% | -5.9% | -5.5% |
| 30D | -38.9% | -21.1% | -17.8% | -36.1% |
| 3M | -35.1% | -11.9% | -23.2% | -33.6% |
| 6M | -31.6% | +91.0% | -122.5% | -40.8% |
| YTD | +27.2% | +32.7% | -5.5% | +19.5% |
| 1Y | +35.2% | +10.8% | +24.5% | +33.7% |
| 3Y | +192.8% | +86.2% | +106.6% | +121.1% |
| All | +192.8% | +82.5% | +110.3% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling