+8.6%
SNOW vs FE
+104.3%
-95.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | -9.9% | -1.0% | -8.8% | -9.8% |
| 30D | -17.1% | +4.1% | -21.3% | -17.7% |
| 3M | -13.2% | -1.0% | -12.2% | -13.2% |
| 6M | +97.4% | +4.0% | +93.4% | +95.5% |
| YTD | +25.8% | +6.8% | +18.9% | +23.6% |
| 1Y | +4.2% | +5.3% | -1.1% | +2.7% |
| 3Y | +91.3% | +44.6% | +46.7% | +70.5% |
| 5Y | -24.4% | +44.2% | -68.6% | -33.7% |
| All | +8.6% | +104.3% | -95.6% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling