+17.6%
SNOW vs FIS
-78.1%
+95.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +1.1% |
| 7D | +10.8% | -3.5% | +14.3% | +11.9% |
| 30D | -16.5% | -19.4% | +2.9% | -12.5% |
| 3M | -10.1% | -31.6% | +21.5% | -0.3% |
| 6M | +96.5% | -32.5% | +129.1% | +118.5% |
| YTD | +36.2% | -56.0% | +92.1% | +74.9% |
| 1Y | +10.7% | -55.5% | +66.2% | +41.7% |
| 3Y | +86.2% | -41.3% | +127.5% | +110.4% |
| 5Y | -22.7% | -72.3% | +49.5% | +9.1% |
| All | +17.6% | -78.1% | +95.7% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling