+18.6%
SNOW vs FIX
+2,230.0%
-2,211.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +0.5% |
| 7D | +3.7% | +6.4% | -2.8% | +1.9% |
| 30D | -16.4% | -29.1% | +12.7% | -9.4% |
| 3M | -9.9% | -31.1% | +21.3% | -2.1% |
| 6M | +98.8% | -42.8% | +141.6% | +122.7% |
| YTD | +37.3% | +24.6% | +12.7% | +17.3% |
| 1Y | +11.0% | +21.9% | -10.9% | -5.1% |
| 3Y | +87.8% | +524.9% | -437.1% | -19.5% |
| 5Y | -18.4% | +1,092.2% | -1,110.6% | -74.8% |
| All | +18.6% | +2,230.0% | -2,211.4% | -63.6% |
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