+3.3%
SNOW vs FANG
+232.6%
-229.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | +2.9% | -5.3% | -3.0% |
| 30D | -1.0% | +2.6% | -3.6% | -1.5% |
| 3M | +36.9% | +7.6% | +29.3% | +34.5% |
| 6M | +83.4% | +17.3% | +66.0% | +76.2% |
| YTD | +50.0% | +38.7% | +11.3% | +38.5% |
| 1Y | +46.5% | +51.6% | -5.1% | +32.0% |
| 3Y | +93.3% | +50.0% | +43.4% | +71.1% |
| All | +3.3% | +232.6% | -229.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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