+32.1%
SNOW vs FCUV
-99.4%
+131.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | 0.0% |
| 7D | +4.9% | -47.9% | +52.8% | +5.1% |
| 30D | +1.5% | +13.7% | -12.1% | +1.1% |
| 3M | +39.5% | +97.0% | -57.5% | +34.6% |
| 6M | +85.9% | -66.1% | +152.0% | +83.3% |
| YTD | +52.9% | -81.8% | +134.7% | +52.5% |
| 1Y | +48.1% | -93.3% | +141.4% | +49.6% |
| 3Y | +102.2% | -99.2% | +201.4% | +104.9% |
| 5Y | +5.5% | -99.9% | +105.3% | +8.2% |
| All | +32.1% | -99.4% | +131.5% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling