+32.8%
SNOW vs FE
+105.8%
-73.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | +2.8% | +1.9% | +0.9% | +2.5% |
| 30D | +6.4% | -1.2% | +7.6% | +6.6% |
| 3M | +38.1% | +3.5% | +34.6% | +37.2% |
| 6M | +100.4% | -6.1% | +106.5% | +102.2% |
| YTD | +53.7% | +7.6% | +46.1% | +51.0% |
| 1Y | +52.0% | +11.9% | +40.0% | +47.8% |
| 3Y | +114.7% | +48.4% | +66.2% | +90.0% |
| 5Y | +8.8% | +44.8% | -36.0% | -4.7% |
| All | +32.8% | +105.8% | -73.0% | +5.5% |
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 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