+16.5%
SNOW vs FN
+461.1%
-444.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.3% | +2.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.9% |
| 30D | -19.8% | -28.3% | +8.5% | -14.1% |
| 3M | -11.6% | -33.9% | +22.2% | -4.7% |
| 6M | +94.0% | -43.9% | +137.9% | +109.9% |
| YTD | +34.8% | -23.4% | +58.3% | +25.9% |
| 1Y | +10.1% | -25.4% | +35.6% | +2.5% |
| 3Y | +84.4% | +107.9% | -23.5% | +4.4% |
| 5Y | -18.1% | +195.1% | -213.2% | -63.8% |
| All | +16.5% | +461.1% | -444.7% | -62.9% |
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