+17.6%
SNOW vs F
+133.0%
-115.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.2% |
| 7D | +10.8% | -3.9% | +14.7% | +12.4% |
| 30D | -16.5% | -0.5% | -16.0% | -16.6% |
| 3M | -10.1% | -12.9% | +2.8% | -5.9% |
| 6M | +96.5% | +1.5% | +95.0% | +92.6% |
| YTD | +36.2% | -5.0% | +41.2% | +35.9% |
| 1Y | +10.7% | -7.3% | +18.1% | +11.4% |
| 3Y | +86.2% | +45.3% | +41.0% | +45.0% |
| 5Y | -22.7% | -15.8% | -6.9% | -29.1% |
| All | +17.6% | +133.0% | -115.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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