+115.8%
V vs SNOW
+20.7%
+95.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +9.9% | -19.8% | +29.8% | +12.0% |
| 3M | +17.5% | -11.6% | +29.1% | +18.4% |
| 6M | +33.5% | +94.0% | -60.5% | +23.3% |
| YTD | +21.6% | +34.8% | -13.3% | +16.0% |
| 1Y | +27.6% | +10.1% | +17.4% | +24.1% |
| 3Y | +76.4% | +84.4% | -8.0% | +58.6% |
| 5Y | +103.8% | -18.1% | +121.9% | +84.6% |
| All | +115.8% | +20.7% | +95.1% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling