+14.6%
SNOW vs FCEL
-86.8%
+101.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -1.7% |
| 7D | +5.5% | -2.8% | +8.3% | +5.9% |
| 30D | -13.2% | -31.6% | +18.5% | -8.2% |
| 3M | -13.7% | -52.4% | +38.7% | -5.0% |
| 6M | +91.0% | -51.4% | +142.4% | +95.4% |
| YTD | +32.7% | +32.4% | +0.2% | +8.8% |
| 1Y | +13.3% | +37.5% | -24.2% | -9.1% |
| 3Y | +83.4% | -69.3% | +152.6% | +64.1% |
| 5Y | -24.7% | -97.1% | +72.4% | +8.0% |
| All | +14.6% | -86.8% | +101.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling