+30.5%
SNOW vs SFM
+253.0%
-222.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.9% |
| 7D | +8.4% | -7.2% | +15.6% | +8.9% |
| 30D | -1.0% | -14.3% | +13.4% | 0.0% |
| 3M | +38.3% | -13.7% | +52.0% | +39.4% |
| 6M | +81.3% | -6.0% | +87.3% | +80.9% |
| YTD | +51.1% | -8.2% | +59.3% | +50.9% |
| 1Y | +47.0% | -46.2% | +93.2% | +54.6% |
| 3Y | +99.7% | +83.6% | +16.2% | +93.6% |
| 5Y | +3.6% | +212.7% | -209.1% | +3.0% |
| All | +30.5% | +253.0% | -222.5% | +30.5% |
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