+29.6%
SNOW vs FCUV
-99.4%
+128.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -2.4% | -66.5% | +64.0% | -1.9% |
| 30D | -1.0% | +5.0% | -6.0% | -1.3% |
| 3M | +36.9% | +63.8% | -26.9% | +32.5% |
| 6M | +83.4% | -67.8% | +151.2% | +81.3% |
| YTD | +50.0% | -82.4% | +132.4% | +49.5% |
| 1Y | +46.5% | -94.7% | +141.3% | +48.7% |
| 3Y | +93.3% | -99.3% | +192.6% | +96.0% |
| 5Y | +3.3% | -99.9% | +103.1% | +6.0% |
| All | +29.6% | -99.4% | +128.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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