-22.7%
SNOW vs FICO
+81.4%
-104.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.4% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | -21.1% | +8.4% | -29.5% | -24.9% |
| 3M | -11.9% | -30.5% | +18.6% | -1.7% |
| 6M | +91.0% | -35.7% | +126.7% | +114.7% |
| YTD | +32.7% | -57.2% | +89.9% | +81.1% |
| 1Y | +10.8% | -58.4% | +69.2% | +52.9% |
| 3Y | +86.2% | -24.8% | +111.0% | +52.5% |
| 5Y | -22.7% | +79.3% | -102.0% | -67.2% |
| All | -22.7% | +81.4% | -104.2% | -67.2% |
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