+7.9%
SNOW vs FICO
+99.8%
-91.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | +2.7% |
| 7D | +2.8% | -19.2% | +22.0% | +13.4% |
| 30D | +6.4% | -14.6% | +21.0% | +13.8% |
| 3M | +38.1% | -20.1% | +58.2% | +48.0% |
| 6M | +100.4% | -36.3% | +136.7% | +138.3% |
| YTD | +53.7% | -44.9% | +98.6% | +96.6% |
| 1Y | +52.0% | -38.6% | +90.6% | +76.8% |
| 3Y | +114.7% | +4.0% | +110.7% | +56.5% |
| All | +7.9% | +99.8% | -91.9% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling