+16.5%
SNOW vs FE
+106.5%
-90.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -19.8% | +4.3% | -24.1% | -20.4% |
| 3M | -11.6% | +0.4% | -12.0% | -11.7% |
| 6M | +94.0% | +6.9% | +87.1% | +91.3% |
| YTD | +34.8% | +8.0% | +26.8% | +32.3% |
| 1Y | +10.1% | +4.8% | +5.3% | +8.7% |
| 3Y | +84.4% | +49.0% | +35.4% | +63.1% |
| 5Y | -18.1% | +46.2% | -64.3% | -28.4% |
| All | +16.5% | +106.5% | -90.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling