+88.2%
SNOW vs FIS
-41.2%
+129.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.8% |
| 7D | +10.8% | -3.5% | +14.3% | +11.8% |
| 30D | -16.5% | -19.4% | +2.9% | -13.5% |
| 3M | -10.1% | -31.6% | +21.5% | -1.1% |
| 6M | +96.5% | -32.5% | +129.1% | +116.7% |
| YTD | +36.2% | -56.0% | +92.1% | +67.9% |
| 1Y | +10.7% | -55.5% | +66.2% | +36.3% |
| All | +88.2% | -41.2% | +129.4% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling