+32.8%
SNOW vs FICO
+111.9%
-79.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | +2.7% |
| 7D | +2.8% | -19.2% | +22.0% | +13.5% |
| 30D | +6.4% | -14.6% | +21.0% | +13.9% |
| 3M | +38.1% | -20.1% | +58.2% | +48.2% |
| 6M | +100.4% | -36.3% | +136.7% | +138.5% |
| YTD | +53.7% | -44.9% | +98.6% | +96.7% |
| 1Y | +52.0% | -38.6% | +90.6% | +77.2% |
| 3Y | +114.7% | +4.0% | +110.7% | +62.0% |
| 5Y | +8.8% | +99.5% | -90.8% | -48.7% |
| All | +32.8% | +111.9% | -79.1% | -38.1% |
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 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