+29.8%
SNOW vs USFR
+20.5%
+9.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -7.5% | +0.1% | -7.6% | -7.7% |
| 30D | -1.3% | +0.3% | -1.6% | -2.1% |
| 3M | +37.4% | +1.0% | +36.5% | +34.3% |
| 6M | +88.1% | +1.9% | +86.1% | +79.6% |
| YTD | +50.3% | +2.7% | +47.6% | +40.3% |
| 1Y | +46.0% | +4.0% | +42.0% | +30.3% |
| 3Y | +98.7% | +14.1% | +84.6% | +33.5% |
| 5Y | +3.5% | +20.5% | -17.0% | -53.7% |
| All | +29.8% | +20.5% | +9.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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