+98.8%
SNOW vs FDS
+52.6%
+46.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.0% |
| 7D | +3.7% | -2.1% | +5.8% | +4.3% |
| 30D | -16.4% | +16.0% | -32.4% | -21.8% |
| 3M | -9.9% | +18.8% | -28.7% | -16.2% |
| 6M | +98.8% | +54.1% | +44.7% | +53.4% |
| All | +98.8% | +52.6% | +46.2% | +53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling