+8.6%
SNOW vs FN
+426.7%
-418.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.7% | -9.3% | -0.4% |
| 7D | -9.9% | 0.0% | -9.8% | -10.2% |
| 30D | -17.1% | -34.3% | +17.2% | -9.3% |
| 3M | -13.2% | -39.9% | +26.6% | -4.3% |
| 6M | +97.4% | -51.8% | +149.3% | +122.0% |
| YTD | +25.8% | -28.1% | +53.9% | +19.3% |
| 1Y | +4.2% | -29.1% | +33.3% | -2.0% |
| 3Y | +91.3% | +102.4% | -11.1% | +8.5% |
| 5Y | -24.4% | +171.7% | -196.0% | -65.9% |
| All | +8.6% | +426.7% | -418.1% | -64.9% |
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 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