+16.5%
SNOW vs FLEX
+804.8%
-788.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +2.5% |
| 7D | +0.2% | -13.6% | +13.9% | +4.6% |
| 30D | -19.8% | -36.5% | +16.7% | -7.9% |
| 3M | -11.6% | -36.4% | +24.8% | +0.8% |
| 6M | +94.0% | -46.5% | +140.5% | +125.8% |
| YTD | +34.8% | +25.9% | +8.9% | -0.6% |
| 1Y | +10.1% | +19.6% | -9.4% | -17.7% |
| 3Y | +84.4% | +287.0% | -202.6% | -35.5% |
| 5Y | -18.1% | +466.6% | -484.7% | -78.4% |
| All | +16.5% | +804.8% | -788.3% | -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