+32.8%
SNOW vs FIX
+3,130.0%
-3,097.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.9% |
| 7D | +2.8% | +6.0% | -3.2% | +1.2% |
| 30D | +6.4% | -7.2% | +13.7% | +8.2% |
| 3M | +38.1% | -15.9% | +53.9% | +41.9% |
| 6M | +100.4% | +12.7% | +87.7% | +84.3% |
| YTD | +53.7% | +72.8% | -19.1% | +22.1% |
| 1Y | +52.0% | +122.9% | -70.9% | +8.8% |
| 3Y | +114.7% | +774.3% | -659.7% | -15.0% |
| 5Y | +8.8% | +2,049.5% | -2,040.7% | -68.9% |
| All | +32.8% | +3,130.0% | -3,097.2% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling