+67.1%
V vs SNOW
+7.5%
+59.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -1.1% | +4.9% | -6.0% | -1.8% |
| 30D | +1.9% | +1.5% | +0.4% | +1.5% |
| 3M | +15.5% | +39.5% | -24.0% | +10.9% |
| 6M | +16.6% | +85.9% | -69.3% | +6.9% |
| YTD | +5.7% | +52.9% | -47.2% | -1.0% |
| 1Y | +8.6% | +48.1% | -39.6% | +1.7% |
| 3Y | +52.5% | +102.2% | -49.7% | +33.0% |
| 5Y | +67.1% | +5.5% | +61.7% | +49.9% |
| All | +67.1% | +7.5% | +59.7% | +49.9% |
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