-25.6%
SNOW vs F
-12.6%
-13.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -9.9% | +1.6% | -11.4% | -10.6% |
| 30D | -17.1% | +2.6% | -19.8% | -18.3% |
| 3M | -13.2% | -8.8% | -4.4% | -10.4% |
| 6M | +97.4% | +4.6% | +92.8% | +90.3% |
| YTD | +25.8% | -1.9% | +27.7% | +23.6% |
| 1Y | +4.2% | -0.8% | +5.0% | +1.8% |
| 3Y | +91.3% | +43.5% | +47.8% | +41.2% |
| All | -25.6% | -12.6% | -13.0% | -34.9% |
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