+83.4%
SNOW vs FE
+50.7%
+32.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.4% |
| 7D | +5.5% | +1.2% | +4.3% | +5.7% |
| 30D | -13.2% | +4.5% | -17.7% | -12.5% |
| 3M | -13.7% | +1.3% | -15.1% | -13.5% |
| 6M | +91.0% | +8.7% | +82.3% | +93.1% |
| YTD | +32.7% | +9.2% | +23.4% | +34.1% |
| 1Y | +13.3% | +7.0% | +6.3% | +14.3% |
| 3Y | +83.4% | +51.4% | +32.0% | +75.1% |
| All | +83.4% | +50.7% | +32.7% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling