+29.6%
SNOW vs FIS
-70.6%
+100.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -7.9% | +5.5% | +0.5% |
| 30D | -1.0% | -8.0% | +7.0% | +1.9% |
| 3M | +36.9% | +0.6% | +36.3% | +35.6% |
| 6M | +83.4% | -22.2% | +105.6% | +100.0% |
| YTD | +50.0% | -40.8% | +90.8% | +78.7% |
| 1Y | +46.5% | -41.5% | +88.0% | +74.8% |
| 3Y | +93.3% | -25.5% | +118.8% | +106.6% |
| 5Y | +3.3% | -64.8% | +68.1% | +34.9% |
| All | +29.6% | -70.6% | +100.1% | +86.7% |
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