+46.3%
SNOW vs FRMI
-79.6%
+125.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.3% | -10.8% | -5.8% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +6.4% | -17.3% | +23.7% | +7.3% |
| 3M | +38.1% | -17.2% | +55.2% | +38.4% |
| 6M | +100.4% | -43.4% | +143.8% | +104.4% |
| YTD | +53.7% | -36.0% | +89.7% | +56.0% |
| All | +46.3% | -79.6% | +125.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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