+111.6%
SNOW vs FGI
-4.4%
+115.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.5% | -13.0% | -5.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +6.4% | +65.4% | -59.0% | +5.9% |
| 3M | +38.1% | +23.5% | +14.6% | +37.5% |
| 6M | +100.4% | +60.5% | +39.9% | +99.2% |
| YTD | +53.7% | +30.0% | +23.7% | +52.9% |
| 1Y | +52.0% | +82.1% | -30.1% | +51.7% |
| All | +111.6% | -4.4% | +115.9% | +119.9% |
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