+4.2%
SNOW vs FICO
-58.2%
+62.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -9.9% | -0.9% | -8.9% | -9.8% |
| 30D | -17.1% | +3.3% | -20.5% | -18.5% |
| 3M | -13.2% | -31.7% | +18.5% | -6.1% |
| 6M | +97.4% | -34.0% | +131.4% | +108.8% |
| YTD | +25.8% | -58.3% | +84.1% | +42.8% |
| 1Y | +4.2% | -57.9% | +62.1% | +19.1% |
| All | +4.2% | -58.2% | +62.4% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling