+11.0%
SNOW vs FIX
+21.5%
-10.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +1.5% |
| 7D | +3.7% | +6.4% | -2.8% | +3.1% |
| 30D | -16.4% | -29.1% | +12.7% | -16.8% |
| 3M | -9.9% | -31.1% | +21.3% | -10.3% |
| 6M | +98.8% | -42.8% | +141.6% | +96.1% |
| YTD | +37.3% | +24.6% | +12.7% | +23.6% |
| 1Y | +11.0% | +21.9% | -10.9% | -0.1% |
| All | +11.0% | +21.5% | -10.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling