-26.1%
SNOW vs FERG
+77.6%
-103.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +5.5% | +9.7% | -4.3% | +0.5% |
| 30D | -13.2% | +15.0% | -28.2% | -19.3% |
| 3M | -13.7% | +3.8% | -17.5% | -15.7% |
| 6M | +91.0% | +10.6% | +80.4% | +78.6% |
| YTD | +32.7% | +17.0% | +15.7% | +17.4% |
| 1Y | +13.3% | +7.1% | +6.2% | +5.4% |
| 3Y | +83.4% | +67.7% | +15.6% | +20.5% |
| All | -26.1% | +77.6% | -103.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling