+14.6%
SNOW vs FN
+428.1%
-413.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -0.9% |
| 7D | +5.5% | +0.3% | +5.2% | +5.2% |
| 30D | -13.2% | -16.5% | +3.4% | -10.1% |
| 3M | -13.7% | -42.1% | +28.4% | -4.0% |
| 6M | +91.0% | -52.9% | +143.9% | +116.9% |
| YTD | +32.7% | -28.0% | +60.6% | +25.5% |
| 1Y | +13.3% | -18.5% | +31.8% | +1.5% |
| 3Y | +83.4% | +93.9% | -10.5% | +5.7% |
| 5Y | -24.7% | +170.5% | -195.2% | -66.0% |
| All | +14.6% | +428.1% | -413.5% | -63.0% |
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