+91.3%
SNOW vs FIX
+448.6%
-357.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.1% | +1.3% |
| 7D | -9.9% | -17.5% | +7.6% | -6.7% |
| 30D | -17.1% | -41.6% | +24.5% | -8.6% |
| 3M | -13.2% | -40.6% | +27.3% | -5.0% |
| 6M | +97.4% | -49.4% | +146.8% | +120.0% |
| YTD | +25.8% | +9.2% | +16.6% | +12.0% |
| 1Y | +4.2% | +6.5% | -2.2% | -7.1% |
| 3Y | +91.3% | +448.7% | -357.4% | -7.4% |
| All | +91.3% | +448.6% | -357.3% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling