-26.1%
SNOW vs FIVE
+16.7%
-42.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +5.5% | +2.7% | +2.8% | +4.3% |
| 30D | -13.2% | +12.7% | -25.8% | -17.6% |
| 3M | -13.7% | +2.1% | -15.8% | -15.4% |
| 6M | +91.0% | +17.5% | +73.5% | +74.7% |
| YTD | +32.7% | +31.0% | +1.7% | +14.3% |
| 1Y | +13.3% | +67.7% | -54.5% | -13.3% |
| 3Y | +83.4% | +43.4% | +40.0% | +42.6% |
| All | -26.1% | +16.7% | -42.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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