+32.8%
SNOW vs USFR
+20.4%
+12.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | +6.4% | +0.3% | +6.1% | +5.6% |
| 3M | +38.1% | +1.0% | +37.1% | +34.8% |
| 6M | +100.4% | +1.9% | +98.4% | +91.2% |
| YTD | +53.7% | +2.6% | +51.1% | +43.7% |
| 1Y | +52.0% | +4.0% | +47.9% | +35.6% |
| 3Y | +114.7% | +14.1% | +100.6% | +43.7% |
| 5Y | +8.8% | +20.4% | -11.6% | -51.3% |
| All | +32.8% | +20.4% | +12.4% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling