+32.8%
SNOW vs SFM
+293.0%
-260.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -5.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +6.4% | -4.4% | +10.8% | +6.6% |
| 3M | +38.1% | +1.5% | +36.6% | +37.6% |
| 6M | +100.4% | +6.5% | +93.9% | +98.2% |
| YTD | +53.7% | +2.2% | +51.5% | +52.4% |
| 1Y | +52.0% | -41.9% | +93.8% | +59.2% |
| 3Y | +114.7% | +106.8% | +7.9% | +106.5% |
| 5Y | +8.8% | +231.6% | -222.8% | +7.1% |
| All | +32.8% | +293.0% | -260.3% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling