+3.6%
SNOW vs FLR
+245.1%
-241.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.2% |
| 7D | +8.4% | -3.1% | +11.5% | +9.6% |
| 30D | -1.0% | +4.9% | -5.9% | -2.5% |
| 3M | +38.3% | +10.8% | +27.5% | +32.1% |
| 6M | +81.3% | +19.7% | +61.6% | +65.0% |
| YTD | +51.1% | +38.4% | +12.8% | +29.9% |
| 1Y | +47.0% | +34.7% | +12.3% | +26.9% |
| 3Y | +99.7% | +56.7% | +43.1% | +54.7% |
| 5Y | +3.6% | +241.6% | -238.0% | -37.4% |
| All | +3.6% | +245.1% | -241.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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