+9.5%
SNOW vs FRMI
-93.1%
+102.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.6% | +9.1% | -0.5% |
| 7D | -14.5% | -39.7% | +25.2% | -10.7% |
| 30D | -14.3% | -55.2% | +40.9% | -8.5% |
| 3M | -8.3% | -71.2% | +62.9% | +0.8% |
| 6M | +101.5% | -64.1% | +165.6% | +113.9% |
| YTD | +32.5% | -77.2% | +109.7% | +46.2% |
| 1Y | +9.5% | -93.2% | +102.6% | +30.4% |
| All | +9.5% | -93.1% | +102.6% | +30.4% |
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