+88.2%
SNOW vs FTI
+205.9%
-117.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +10.8% | +5.4% | +5.4% | +9.3% |
| 30D | -16.5% | -8.2% | -8.3% | -14.6% |
| 3M | -10.1% | -13.7% | +3.6% | -6.8% |
| 6M | +96.5% | -11.2% | +107.7% | +101.3% |
| YTD | +36.2% | +46.0% | -9.8% | +15.1% |
| 1Y | +10.7% | +51.8% | -41.1% | -8.0% |
| All | +88.2% | +205.9% | -117.7% | +24.2% |
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