+94.8%
SNOW vs FTV
-3.3%
+98.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +8.4% | -1.3% | +9.7% | +9.2% |
| 30D | -1.0% | -9.5% | +8.5% | +4.1% |
| 3M | +38.3% | -10.9% | +49.2% | +45.4% |
| 6M | +81.3% | -0.6% | +81.9% | +78.1% |
| YTD | +51.1% | +1.4% | +49.7% | +45.1% |
| 1Y | +47.0% | +17.6% | +29.3% | +25.5% |
| All | +94.8% | -3.3% | +98.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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