+88.2%
SNOW vs FIX
+511.4%
-423.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | +10.8% | +16.9% | -6.1% | +7.3% |
| 30D | -16.5% | -30.6% | +14.1% | -10.9% |
| 3M | -10.1% | -35.1% | +25.0% | -3.3% |
| 6M | +96.5% | -44.0% | +140.5% | +114.9% |
| YTD | +36.2% | +21.0% | +15.1% | +18.7% |
| 1Y | +10.7% | +16.2% | -5.5% | -2.9% |
| All | +88.2% | +511.4% | -423.2% | -12.4% |
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