+11.0%
SNOW vs F
-2.7%
+13.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.7% | -2.1% | +5.8% | +4.1% |
| 30D | -16.4% | +3.3% | -19.7% | -17.1% |
| 3M | -9.9% | -11.3% | +1.5% | -7.3% |
| 6M | +98.8% | +5.3% | +93.5% | +104.2% |
| YTD | +37.3% | -2.2% | +39.5% | +43.1% |
| 1Y | +11.0% | -3.5% | +14.6% | +16.2% |
| All | +11.0% | -2.7% | +13.8% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling