+46.5%
SNOW vs FIGR
-3.1%
+49.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | -2.4% | -3.0% | +0.6% | -2.1% |
| 30D | -1.0% | +13.7% | -14.6% | -2.7% |
| 3M | +36.9% | +23.9% | +13.0% | +32.2% |
| 6M | +83.4% | -8.4% | +91.8% | +82.2% |
| YTD | +50.0% | -14.6% | +64.6% | +49.2% |
| 1Y | +46.5% | +12.1% | +34.4% | +38.5% |
| All | +46.5% | -3.1% | +49.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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