+16.5%
SNOW vs F
+140.4%
-123.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +0.2% | +1.0% | -0.7% | -0.1% |
| 30D | -19.8% | +2.1% | -22.0% | -20.7% |
| 3M | -11.6% | -10.3% | -1.4% | -8.5% |
| 6M | +94.0% | +3.3% | +90.7% | +89.0% |
| YTD | +34.8% | -2.0% | +36.8% | +33.0% |
| 1Y | +10.1% | -2.3% | +12.4% | +8.7% |
| 3Y | +84.4% | +49.9% | +34.5% | +41.9% |
| 5Y | -18.1% | -12.5% | -5.6% | -25.8% |
| All | +16.5% | +140.4% | -123.9% | -14.3% |
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