-22.7%
SNOW vs FDS
-23.2%
+0.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +0.2% | -5.0% | +5.1% | +3.1% |
| 30D | -21.1% | +13.8% | -34.8% | -28.5% |
| 3M | -11.9% | +14.8% | -26.7% | -21.3% |
| 6M | +91.0% | +47.4% | +43.6% | +39.5% |
| YTD | +32.7% | +14.2% | +18.6% | +16.3% |
| 1Y | +10.8% | +26.6% | -15.9% | -11.7% |
| 3Y | +86.2% | -24.4% | +110.6% | +123.1% |
| 5Y | -22.7% | -22.6% | -0.1% | -13.4% |
| All | -22.7% | -23.2% | +0.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling