+14.7%
SNOW vs FIX
+2,132.9%
-2,118.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +3.1% |
| 7D | +0.2% | -7.2% | +7.4% | +1.6% |
| 30D | -21.1% | -35.1% | +14.0% | -12.4% |
| 3M | -11.9% | -34.3% | +22.4% | -3.2% |
| 6M | +91.0% | -42.9% | +133.9% | +113.6% |
| YTD | +32.7% | +19.5% | +13.3% | +14.7% |
| 1Y | +10.8% | +16.8% | -6.0% | -4.3% |
| 3Y | +86.2% | +506.7% | -420.5% | -19.7% |
| 5Y | -22.7% | +1,046.7% | -1,069.4% | -75.9% |
| All | +14.7% | +2,132.9% | -2,118.3% | -64.4% |
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