+115.4%
V vs SNOW
+20.7%
+94.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +9.7% | -19.8% | +29.6% | +11.8% |
| 3M | +17.3% | -11.6% | +28.9% | +18.1% |
| 6M | +33.2% | +94.0% | -60.8% | +23.1% |
| YTD | +21.3% | +34.8% | -13.5% | +15.8% |
| 1Y | +27.3% | +10.1% | +17.2% | +23.9% |
| 3Y | +76.1% | +84.4% | -8.3% | +58.3% |
| 5Y | +103.5% | -18.1% | +121.5% | +84.3% |
| All | +115.4% | +20.7% | +94.7% | +92.3% |
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