-26.1%
SNOW vs F
-15.5%
-10.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | -3.1% | +8.6% | +6.8% |
| 30D | -13.2% | 0.0% | -13.2% | -13.5% |
| 3M | -13.7% | -13.2% | -0.5% | -9.1% |
| 6M | +91.0% | -10.2% | +101.2% | +97.3% |
| YTD | +32.7% | -4.9% | +37.6% | +32.1% |
| 1Y | +13.3% | -6.1% | +19.3% | +13.2% |
| 3Y | +83.4% | +46.0% | +37.4% | +33.3% |
| All | -26.1% | -15.5% | -10.6% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling