+8.6%
SNOW vs FICO
+60.1%
-51.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -9.9% | -0.9% | -8.9% | -9.6% |
| 30D | -17.1% | +3.3% | -20.5% | -19.9% |
| 3M | -13.2% | -31.7% | +18.5% | -2.5% |
| 6M | +97.4% | -34.0% | +131.4% | +118.8% |
| YTD | +25.8% | -58.3% | +84.1% | +73.6% |
| 1Y | +4.2% | -57.9% | +62.1% | +42.4% |
| 3Y | +91.3% | -24.1% | +115.4% | +60.4% |
| 5Y | -24.4% | +85.3% | -109.7% | -65.4% |
| All | +8.6% | +60.1% | -51.5% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling