+18.6%
SNOW vs FN
+494.1%
-475.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | +0.5% |
| 7D | +3.7% | +8.0% | -4.4% | +1.5% |
| 30D | -16.4% | -19.1% | +2.7% | -12.9% |
| 3M | -9.9% | -29.8% | +20.0% | -4.2% |
| 6M | +98.8% | -43.2% | +142.0% | +115.1% |
| YTD | +37.3% | -18.9% | +56.3% | +26.4% |
| 1Y | +11.0% | -17.9% | +28.9% | +0.6% |
| 3Y | +87.8% | +120.1% | -32.3% | +4.9% |
| 5Y | -18.4% | +206.7% | -225.1% | -64.3% |
| All | +18.6% | +494.1% | -475.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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