+3.6%
SNOW vs FCEL
-90.4%
+94.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.2% |
| 7D | +8.4% | +15.1% | -6.7% | +5.8% |
| 30D | -1.0% | -16.4% | +15.5% | +0.8% |
| 3M | +38.3% | -5.3% | +43.6% | +32.6% |
| 6M | +81.3% | +124.5% | -43.2% | +39.7% |
| YTD | +51.1% | +126.7% | -75.6% | +14.6% |
| 1Y | +47.0% | +219.9% | -172.9% | -1.0% |
| 3Y | +99.7% | -61.6% | +161.4% | +85.9% |
| 5Y | +3.6% | -90.5% | +94.1% | +46.6% |
| All | +3.6% | -90.4% | +94.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling