+29.8%
SNOW vs FANG
+745.4%
-715.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -7.5% | +1.2% | -8.7% | -7.7% |
| 30D | -1.3% | +2.4% | -3.7% | -1.7% |
| 3M | +37.4% | +5.1% | +32.4% | +36.2% |
| 6M | +88.1% | +16.4% | +71.6% | +82.9% |
| YTD | +50.3% | +39.0% | +11.4% | +41.8% |
| 1Y | +46.0% | +50.6% | -4.6% | +35.6% |
| 3Y | +98.7% | +46.9% | +51.8% | +83.3% |
| 5Y | +3.5% | +238.2% | -234.7% | -12.6% |
| All | +29.8% | +745.4% | -715.5% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling