+5.5%
SNOW vs FLEX
+698.8%
-693.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.9% |
| 7D | +4.9% | +7.0% | -2.1% | +2.6% |
| 30D | +1.5% | -5.8% | +7.3% | +3.2% |
| 3M | +39.5% | -24.2% | +63.7% | +48.9% |
| 6M | +85.9% | +90.8% | -4.9% | +20.0% |
| YTD | +52.9% | +89.2% | -36.2% | -2.1% |
| 1Y | +48.1% | +104.7% | -56.6% | -11.6% |
| 3Y | +102.2% | +478.1% | -375.9% | -45.9% |
| 5Y | +5.5% | +726.2% | -720.7% | -81.2% |
| All | +5.5% | +698.8% | -693.3% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling