+29.8%
SNOW vs FLEX
+1,184.3%
-1,154.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.8% |
| 7D | -7.5% | +0.1% | -7.6% | -7.6% |
| 30D | -1.3% | -11.8% | +10.4% | +2.5% |
| 3M | +37.4% | -22.6% | +60.0% | +45.3% |
| 6M | +88.1% | +77.3% | +10.7% | +27.4% |
| YTD | +50.3% | +78.8% | -28.5% | +0.2% |
| 1Y | +46.0% | +86.1% | -40.1% | -6.6% |
| 3Y | +98.7% | +446.2% | -347.5% | -37.2% |
| 5Y | +3.5% | +689.7% | -686.2% | -75.2% |
| All | +29.8% | +1,184.3% | -1,154.5% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling