+32.1%
SNOW vs FIX
+3,206.5%
-3,174.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | +4.9% | +6.1% | -1.1% | +3.3% |
| 30D | +1.5% | -2.7% | +4.2% | +1.9% |
| 3M | +39.5% | -10.9% | +50.5% | +41.2% |
| 6M | +85.9% | +29.0% | +56.9% | +64.3% |
| YTD | +52.9% | +76.9% | -23.9% | +20.7% |
| 1Y | +48.1% | +130.7% | -82.6% | +5.1% |
| 3Y | +102.2% | +790.7% | -688.5% | -20.2% |
| 5Y | +5.5% | +2,185.6% | -2,180.1% | -70.0% |
| All | +32.1% | +3,206.5% | -3,174.4% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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