+102.2%
SNOW vs FDS
-30.4%
+132.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.7% |
| 7D | +4.9% | -5.4% | +10.3% | +8.1% |
| 30D | +1.5% | +1.6% | -0.1% | +0.8% |
| 3M | +39.5% | +17.7% | +21.8% | +25.7% |
| 6M | +85.9% | +29.1% | +56.8% | +60.1% |
| YTD | +52.9% | +1.0% | +52.0% | +46.6% |
| 1Y | +48.1% | -21.6% | +69.7% | +63.5% |
| 3Y | +102.2% | -30.1% | +132.3% | +144.5% |
| All | +102.2% | -30.4% | +132.6% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling