+34.8%
SNOW vs FIG
-77.7%
+112.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.3% |
| 7D | +3.7% | -14.3% | +17.9% | +8.0% |
| 30D | -16.4% | -13.6% | -2.8% | -13.3% |
| 3M | -9.9% | -23.7% | +13.9% | -3.9% |
| 6M | +98.8% | -5.4% | +104.2% | +96.7% |
| YTD | +37.3% | -49.2% | +86.6% | +47.8% |
| 1Y | +11.0% | -57.4% | +68.4% | +22.1% |
| All | +34.8% | -77.7% | +112.5% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling