+18.6%
SNOW vs SFM
+144.1%
-125.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.6% |
| 7D | +3.7% | -7.1% | +10.7% | +4.1% |
| 30D | -16.4% | -21.4% | +5.0% | -15.3% |
| 3M | -9.9% | -40.1% | +30.2% | -7.1% |
| 6M | +98.8% | -38.0% | +136.8% | +103.6% |
| YTD | +37.3% | -36.5% | +73.9% | +40.1% |
| 1Y | +11.0% | -35.2% | +46.2% | +12.9% |
| 3Y | +87.8% | +23.5% | +64.3% | +86.2% |
| 5Y | -18.4% | +109.7% | -128.1% | -17.4% |
| All | +18.6% | +144.1% | -125.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling