+16.5%
SNOW vs FFIV
+160.0%
-143.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.2% | -4.2% | +4.4% | +3.2% |
| 30D | -19.8% | -33.9% | +14.0% | +2.8% |
| 3M | -11.6% | -22.6% | +11.0% | +1.0% |
| 6M | +94.0% | -10.4% | +104.4% | +97.4% |
| YTD | +34.8% | +24.3% | +10.5% | +7.8% |
| 1Y | +10.1% | +31.8% | -21.6% | -16.1% |
| 3Y | +84.4% | +99.5% | -15.1% | -4.9% |
| 5Y | -18.1% | +40.7% | -58.8% | -47.3% |
| All | +16.5% | +160.0% | -143.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling