+83.4%
SNOW vs FERG
+69.1%
+14.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +5.5% | +9.7% | -4.3% | +2.1% |
| 30D | -13.2% | +15.0% | -28.2% | -17.4% |
| 3M | -13.7% | +3.8% | -17.5% | -15.0% |
| 6M | +91.0% | +10.6% | +80.4% | +82.7% |
| YTD | +32.7% | +17.0% | +15.7% | +21.4% |
| 1Y | +13.3% | +7.1% | +6.2% | +8.2% |
| 3Y | +83.4% | +67.7% | +15.6% | +37.3% |
| All | +83.4% | +69.1% | +14.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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