+12.3%
SNOW vs FGI
-70.0%
+82.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.2% | -4.1% | +4.3% | +0.3% |
| 30D | -19.8% | -3.4% | -16.5% | -19.8% |
| 3M | -11.6% | +61.8% | -73.4% | -13.4% |
| 6M | +94.0% | +17.0% | +77.0% | +90.8% |
| YTD | +34.8% | +31.4% | +3.4% | +30.9% |
| 1Y | +10.1% | +42.7% | -32.5% | +6.3% |
| 3Y | +84.4% | -0.1% | +84.5% | +75.1% |
| All | +12.3% | -70.0% | +82.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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