+92.2%
SNOW vs FPS
-5.5%
+97.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.4% | -12.5% | +0.2% |
| 7D | +3.7% | +9.5% | -5.8% | +2.2% |
| 30D | -16.4% | -33.8% | +17.3% | -14.9% |
| 3M | -9.9% | -34.9% | +25.0% | -8.5% |
| 6M | +98.8% | -42.9% | +141.7% | +99.0% |
| All | +92.2% | -5.5% | +97.7% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling