+17.6%
SNOW vs FLEX
+828.9%
-811.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | +10.8% | +17.1% | -6.3% | +5.1% |
| 30D | -16.5% | -29.5% | +13.0% | -7.2% |
| 3M | -10.1% | -37.3% | +27.2% | +3.0% |
| 6M | +96.5% | -44.1% | +140.6% | +125.3% |
| YTD | +36.2% | +29.3% | +6.9% | -0.4% |
| 1Y | +10.7% | +24.2% | -13.5% | -18.4% |
| 3Y | +86.2% | +297.3% | -211.1% | -35.4% |
| 5Y | -22.7% | +446.2% | -468.9% | -79.4% |
| All | +17.6% | +828.9% | -811.3% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling