+29.6%
SNOW vs FOXA
+146.1%
-116.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -1.0% | +5.0% | -6.0% | -2.3% |
| 3M | +36.9% | -3.0% | +39.9% | +36.6% |
| 6M | +83.4% | +14.8% | +68.6% | +75.0% |
| YTD | +50.0% | -8.9% | +58.9% | +51.9% |
| 1Y | +46.5% | +13.3% | +33.2% | +39.7% |
| 3Y | +93.3% | +115.4% | -22.1% | +59.9% |
| 5Y | +3.3% | +95.3% | -92.0% | -12.8% |
| All | +29.6% | +146.1% | -116.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling