+32.8%
SNOW vs FFIV
+220.0%
-187.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | +2.8% | -1.0% | +3.8% | +3.5% |
| 30D | +6.4% | -5.1% | +11.5% | +9.9% |
| 3M | +38.1% | -4.5% | +42.5% | +41.0% |
| 6M | +100.4% | +36.5% | +63.9% | +57.1% |
| YTD | +53.7% | +53.0% | +0.7% | +10.9% |
| 1Y | +52.0% | +24.2% | +27.7% | +25.2% |
| 3Y | +114.7% | +137.2% | -22.6% | +2.7% |
| 5Y | +8.8% | +91.8% | -83.0% | -39.0% |
| All | +32.8% | +220.0% | -187.2% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling