-22.7%
SNOW vs FIX
+1,055.8%
-1,078.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +10.8% | +17.0% | -6.2% | +5.8% |
| 30D | -16.5% | -30.6% | +14.1% | -8.1% |
| 3M | -10.1% | -35.0% | +24.9% | +0.2% |
| 6M | +96.5% | -44.0% | +140.5% | +124.1% |
| YTD | +36.2% | +21.1% | +15.0% | +14.0% |
| 1Y | +10.7% | +16.3% | -5.6% | -6.6% |
| 3Y | +86.2% | +507.4% | -421.2% | -37.7% |
| 5Y | -22.7% | +1,052.1% | -1,074.8% | -85.0% |
| All | -22.7% | +1,055.8% | -1,078.5% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling