+17.6%
SNOW vs FDS
+4.8%
+12.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +10.8% | -2.6% | +13.4% | +12.4% |
| 30D | -16.5% | +14.1% | -30.6% | -24.0% |
| 3M | -10.1% | +19.8% | -29.9% | -21.3% |
| 6M | +96.5% | +55.0% | +41.6% | +41.7% |
| YTD | +36.2% | +15.9% | +20.3% | +18.8% |
| 1Y | +10.7% | +24.2% | -13.5% | -9.0% |
| 3Y | +86.2% | -24.0% | +110.3% | +116.9% |
| 5Y | -22.7% | -23.3% | +0.6% | -13.8% |
| All | +17.6% | +4.8% | +12.8% | +16.5% |
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 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