+32.8%
SNOW vs F
+182.8%
-150.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +2.8% | +5.3% | -2.5% | +0.8% |
| 30D | +6.4% | +4.6% | +1.8% | +4.6% |
| 3M | +38.1% | -3.7% | +41.7% | +39.4% |
| 6M | +100.4% | +16.8% | +83.6% | +86.6% |
| YTD | +53.7% | +15.3% | +38.4% | +43.4% |
| 1Y | +52.0% | +31.0% | +20.9% | +33.6% |
| 3Y | +114.7% | +45.4% | +69.2% | +69.9% |
| 5Y | +8.8% | +54.7% | -45.9% | -14.2% |
| All | +32.8% | +182.8% | -150.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling