+3.6%
SNOW vs FTI
+1,177.2%
-1,173.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.4% |
| 6M | +81.3% | +22.9% | +58.4% | +70.3% |
| YTD | +51.1% | +75.0% | -23.9% | +29.0% |
| 1Y | +47.0% | +96.9% | -49.9% | +21.1% |
| 3Y | +99.7% | +276.7% | -177.0% | +38.1% |
| 5Y | +3.6% | +1,157.0% | -1,153.4% | -50.3% |
| All | +3.6% | +1,177.2% | -1,173.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling