+32.8%
SNOW vs FDS
-4.6%
+37.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.1% |
| 7D | +2.8% | -1.9% | +4.7% | +4.4% |
| 30D | +6.4% | +9.0% | -2.6% | +0.7% |
| 3M | +38.1% | +18.9% | +19.2% | +20.7% |
| 6M | +100.4% | +35.1% | +65.3% | +61.1% |
| YTD | +53.7% | +5.5% | +48.2% | +44.9% |
| 1Y | +52.0% | -16.8% | +68.8% | +66.8% |
| 3Y | +114.7% | -28.1% | +142.7% | +161.0% |
| 5Y | +8.8% | -17.4% | +26.2% | +23.0% |
| All | +32.8% | -4.6% | +37.3% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling