+6.1%
SNOW vs FN
+371.7%
-365.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -14.2% | +7.0% | -3.9% |
| 7D | -18.4% | -16.0% | -2.4% | -15.2% |
| 30D | -19.8% | -40.1% | +20.3% | -10.2% |
| 3M | -14.9% | -43.9% | +29.0% | -4.6% |
| 6M | +90.2% | -55.6% | +145.8% | +117.9% |
| YTD | +22.9% | -35.7% | +58.5% | +19.7% |
| 1Y | +1.8% | -39.8% | +41.6% | +0.2% |
| 3Y | +79.7% | +80.3% | -0.6% | +4.9% |
| 5Y | -26.1% | +143.3% | -169.4% | -65.7% |
| All | +6.1% | +371.7% | -365.5% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling