-22.7%
SNOW vs FTI
+848.3%
-871.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +10.8% | +5.4% | +5.4% | +9.4% |
| 30D | -16.5% | -8.2% | -8.3% | -14.8% |
| 3M | -10.1% | -13.7% | +3.6% | -7.1% |
| 6M | +96.5% | -11.2% | +107.7% | +100.8% |
| YTD | +36.2% | +46.0% | -9.8% | +20.2% |
| 1Y | +10.7% | +51.8% | -41.1% | -3.5% |
| 3Y | +86.2% | +206.7% | -120.5% | +32.5% |
| 5Y | -22.7% | +862.0% | -884.7% | -60.7% |
| All | -22.7% | +848.3% | -871.0% | -60.7% |
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