+89.8%
SNOW vs FGI
+5.7%
+84.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | +1.8% |
| 7D | +3.7% | +6.9% | -3.2% | +3.6% |
| 30D | -16.4% | +3.9% | -20.3% | -16.4% |
| 3M | -9.9% | +74.3% | -84.1% | -10.3% |
| 6M | +98.8% | +28.9% | +69.9% | +97.8% |
| YTD | +37.3% | +39.1% | -1.8% | +36.6% |
| 1Y | +11.0% | +49.3% | -38.3% | +10.6% |
| All | +89.8% | +5.7% | +84.1% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling