+47.2%
SNOW vs FIG
-72.7%
+119.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -1.6% |
| 7D | -2.4% | -3.8% | +1.4% | -1.5% |
| 30D | -1.0% | -2.3% | +1.3% | -1.0% |
| 3M | +36.9% | +20.0% | +16.9% | +25.5% |
| 6M | +83.4% | -16.7% | +100.0% | +82.2% |
| YTD | +50.0% | -37.9% | +87.9% | +53.5% |
| 1Y | +46.5% | -58.5% | +105.1% | +57.4% |
| All | +47.2% | -72.7% | +119.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling