+94.8%
SNOW vs FTI
+274.9%
-180.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +8.4% | -2.3% | +10.7% | +9.0% |
| 30D | -1.0% | +5.0% | -6.0% | -2.1% |
| 3M | +38.3% | +13.8% | +24.5% | +33.2% |
| 6M | +81.3% | +22.9% | +58.4% | +68.8% |
| YTD | +51.1% | +75.0% | -23.9% | +25.0% |
| 1Y | +47.0% | +96.9% | -49.9% | +16.1% |
| All | +94.8% | +274.9% | -180.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling