+111.6%
SNOW vs FN
+158.4%
-46.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.6% | -5.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | +6.4% | -22.0% | +28.4% | +9.7% |
| 3M | +38.1% | -43.0% | +81.1% | +48.2% |
| 6M | +100.4% | -27.7% | +128.1% | +97.7% |
| YTD | +53.7% | -10.5% | +64.2% | +41.3% |
| 1Y | +52.0% | +12.5% | +39.5% | +28.8% |
| All | +111.6% | +158.4% | -46.8% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling