+32.1%
SNOW vs FERG
+164.3%
-132.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +4.9% | +3.4% | +1.5% | +3.2% |
| 30D | +1.5% | -11.5% | +13.0% | +7.6% |
| 3M | +39.5% | +1.3% | +38.3% | +37.5% |
| 6M | +85.9% | -1.0% | +86.9% | +81.9% |
| YTD | +52.9% | +3.2% | +49.7% | +45.1% |
| 1Y | +48.1% | -3.0% | +51.1% | +44.5% |
| 3Y | +102.2% | +55.0% | +47.1% | +42.0% |
| 5Y | +5.5% | +72.6% | -67.2% | -34.2% |
| All | +32.1% | +164.3% | -132.2% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling