+29.8%
SNOW vs FTI
+1,405.3%
-1,375.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | -7.5% | -5.6% | -1.9% | -6.6% |
| 30D | -1.3% | +0.4% | -1.7% | -1.4% |
| 3M | +37.4% | +8.1% | +29.3% | +35.2% |
| 6M | +88.1% | +16.7% | +71.4% | +81.7% |
| YTD | +50.3% | +70.0% | -19.7% | +35.4% |
| 1Y | +46.0% | +85.4% | -39.5% | +29.1% |
| 3Y | +98.7% | +265.9% | -167.2% | +56.0% |
| 5Y | +3.5% | +1,072.7% | -1,069.2% | -30.3% |
| All | +29.8% | +1,405.3% | -1,375.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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