+32.1%
SNOW vs FOXA
+143.5%
-111.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +1.5% | +2.3% | -0.8% | +0.8% |
| 3M | +39.5% | -2.8% | +42.4% | +39.2% |
| 6M | +85.9% | +9.6% | +76.3% | +79.6% |
| YTD | +52.9% | -9.9% | +62.8% | +55.3% |
| 1Y | +48.1% | +5.4% | +42.7% | +43.9% |
| 3Y | +102.2% | +115.3% | -13.1% | +67.3% |
| 5Y | +5.5% | +93.1% | -87.6% | -10.7% |
| All | +32.1% | +143.5% | -111.3% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling