+9.5%
SNOW vs FIS
-50.5%
+60.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.7% | +22.2% | +6.7% |
| 7D | -14.5% | -18.4% | +3.9% | -11.0% |
| 30D | -14.3% | -11.4% | -2.9% | -15.6% |
| 3M | -8.3% | -32.0% | +23.7% | +6.9% |
| 6M | +101.5% | -35.6% | +137.1% | +143.9% |
| YTD | +32.5% | -53.8% | +86.3% | +84.0% |
| 1Y | +9.5% | -51.1% | +60.6% | +51.9% |
| All | +9.5% | -50.5% | +60.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling