+219.1%
TER vs SNOW
+7.5%
+211.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +11.0% | +4.9% | +6.0% | +9.1% |
| 30D | -1.9% | +1.5% | -3.4% | -2.8% |
| 3M | -0.7% | +39.5% | -40.2% | -9.2% |
| 6M | +36.4% | +85.9% | -49.5% | +11.7% |
| YTD | +92.4% | +52.9% | +39.5% | +65.5% |
| 1Y | +213.5% | +48.1% | +165.4% | +171.9% |
| 3Y | +277.2% | +102.2% | +175.1% | +180.7% |
| 5Y | +219.1% | +5.5% | +213.7% | +153.4% |
| All | +219.1% | +7.5% | +211.7% | +153.4% |
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