+102.2%
SNOW vs FCEL
-59.7%
+161.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.6% |
| 7D | +4.9% | +4.0% | +0.9% | +4.5% |
| 30D | +1.5% | -13.1% | +14.6% | +2.0% |
| 3M | +39.5% | +14.6% | +24.9% | +36.1% |
| 6M | +85.9% | +133.7% | -47.8% | +68.5% |
| YTD | +52.9% | +143.0% | -90.0% | +37.7% |
| 1Y | +48.1% | +320.9% | -272.7% | +26.4% |
| 3Y | +102.2% | -58.9% | +161.1% | +106.6% |
| All | +102.2% | -59.7% | +161.9% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling