+46.0%
SNOW vs FTI
+89.8%
-43.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.7% |
| 7D | -7.5% | -5.6% | -1.9% | -7.9% |
| 30D | -1.3% | +0.4% | -1.7% | -1.2% |
| 3M | +37.4% | +8.1% | +29.3% | +39.0% |
| 6M | +88.1% | +16.7% | +71.4% | +87.4% |
| YTD | +50.3% | +70.0% | -19.7% | +44.0% |
| 1Y | +46.0% | +85.4% | -39.5% | +28.9% |
| All | +46.0% | +89.8% | -43.8% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling