+32.8%
SNOW vs FND
-33.9%
+66.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.2% |
| 7D | +2.8% | -5.2% | +8.0% | +5.2% |
| 30D | +6.4% | -19.9% | +26.3% | +16.7% |
| 3M | +38.1% | +2.7% | +35.4% | +33.1% |
| 6M | +100.4% | -21.7% | +122.1% | +115.7% |
| YTD | +53.7% | -17.5% | +71.2% | +59.0% |
| 1Y | +52.0% | -39.3% | +91.3% | +80.3% |
| 3Y | +114.7% | -49.8% | +164.4% | +151.9% |
| 5Y | +8.8% | -60.1% | +68.8% | +34.8% |
| All | +32.8% | -33.9% | +66.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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