+87.1%
V vs SNOW
+35.3%
+51.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.9% | +8.4% | -11.3% | -3.8% |
| 30D | +1.9% | -1.0% | +2.8% | +1.8% |
| 3M | +13.2% | +38.3% | -25.1% | +9.4% |
| 6M | +16.7% | +81.3% | -64.6% | +8.7% |
| YTD | +5.4% | +51.1% | -45.7% | -0.3% |
| 1Y | +7.7% | +47.0% | -39.3% | +1.9% |
| 3Y | +52.0% | +99.7% | -47.8% | +35.8% |
| 5Y | +67.7% | +3.6% | +64.1% | +50.3% |
| All | +87.1% | +35.3% | +51.8% | +65.7% |
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