+30.5%
SNOW vs FDS
-11.8%
+42.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +1.0% |
| 7D | +8.4% | -8.8% | +17.2% | +15.1% |
| 30D | -1.0% | -1.4% | +0.4% | -0.2% |
| 3M | +38.3% | +13.9% | +24.4% | +24.0% |
| 6M | +81.3% | +27.4% | +53.9% | +51.2% |
| YTD | +51.1% | -2.5% | +53.6% | +49.7% |
| 1Y | +47.0% | -23.8% | +70.7% | +70.7% |
| 3Y | +99.7% | -32.5% | +132.2% | +151.9% |
| 5Y | +3.6% | -23.2% | +26.8% | +22.8% |
| All | +30.5% | -11.8% | +42.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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