+32.8%
SNOW vs FN
+555.9%
-523.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.6% | -6.1% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | +6.4% | -22.0% | +28.4% | +11.6% |
| 3M | +38.1% | -43.0% | +81.1% | +53.9% |
| 6M | +100.4% | -27.7% | +128.1% | +99.0% |
| YTD | +53.7% | -10.5% | +64.2% | +40.0% |
| 1Y | +52.0% | +12.5% | +39.5% | +25.5% |
| 3Y | +114.7% | +153.8% | -39.1% | +16.4% |
| 5Y | +8.8% | +288.0% | -279.2% | -54.8% |
| All | +32.8% | +555.9% | -523.1% | -58.8% |
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 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