+14.6%
SNOW vs FICO
+63.7%
-49.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +5.5% | +2.2% | +3.3% | +4.6% |
| 30D | -13.2% | +0.1% | -13.2% | -14.2% |
| 3M | -13.7% | -35.2% | +21.4% | -0.3% |
| 6M | +91.0% | -32.4% | +123.3% | +109.4% |
| YTD | +32.7% | -57.4% | +90.1% | +81.5% |
| 1Y | +13.3% | -58.5% | +71.8% | +56.6% |
| 3Y | +83.4% | -28.9% | +112.2% | +61.8% |
| 5Y | -24.7% | +91.7% | -116.4% | -66.1% |
| All | +14.6% | +63.7% | -49.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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