+32.8%
SNOW vs FTI
+1,490.1%
-1,457.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +2.8% | +5.3% | -2.5% | +1.9% |
| 30D | +6.4% | +15.3% | -8.9% | +3.9% |
| 3M | +38.1% | +15.8% | +22.3% | +34.3% |
| 6M | +100.4% | +22.6% | +77.8% | +92.0% |
| YTD | +53.7% | +79.5% | -25.8% | +37.2% |
| 1Y | +52.0% | +102.0% | -50.1% | +32.4% |
| 3Y | +114.7% | +315.8% | -201.2% | +65.4% |
| 5Y | +8.8% | +1,129.5% | -1,120.7% | -27.4% |
| All | +32.8% | +1,490.1% | -1,457.3% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling