+83.4%
SNOW vs FTV
+39.2%
+44.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | +3.9% | +1.6% | +3.6% |
| 30D | -13.2% | +18.7% | -31.8% | -19.9% |
| 3M | -13.7% | +10.0% | -23.8% | -17.6% |
| 6M | +91.0% | +14.6% | +76.4% | +76.2% |
| YTD | +32.7% | +23.4% | +9.2% | +16.2% |
| 1Y | +13.3% | +31.3% | -18.0% | -5.3% |
| 3Y | +83.4% | +39.8% | +43.6% | +45.7% |
| All | +83.4% | +39.2% | +44.2% | +45.7% |
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