+72.4%
TER vs SNOW
-21.5%
+94.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +11.4% |
| 7D | -5.8% | +0.2% | -5.9% | -5.4% |
| 30D | -38.9% | -21.1% | -17.8% | -35.1% |
| 3M | -35.1% | -11.9% | -23.2% | -33.3% |
| 6M | -31.6% | +91.0% | -122.5% | -43.4% |
| YTD | +27.2% | +32.7% | -5.5% | +13.9% |
| 1Y | +35.2% | +10.8% | +24.5% | +27.3% |
| 3Y | +192.8% | +86.2% | +106.6% | +124.2% |
| 5Y | +72.4% | -22.7% | +95.1% | +50.4% |
| All | +72.4% | -21.5% | +94.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling