+13.4%
SNOW vs FGI
-66.3%
+79.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.9% |
| 7D | +10.8% | +13.5% | -2.7% | +10.6% |
| 30D | -16.5% | +17.1% | -33.6% | -16.8% |
| 3M | -10.1% | +78.0% | -88.1% | -12.1% |
| 6M | +96.5% | +46.4% | +50.1% | +92.5% |
| YTD | +36.2% | +47.7% | -11.6% | +32.0% |
| 1Y | +10.7% | +56.8% | -46.1% | +6.7% |
| 3Y | +86.2% | +12.3% | +74.0% | +76.5% |
| All | +13.4% | -66.3% | +79.7% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling