+5.5%
SNOW vs FIS
-64.6%
+70.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +2.0% |
| 7D | +4.9% | -3.5% | +8.4% | +6.4% |
| 30D | +1.5% | -7.8% | +9.3% | +4.8% |
| 3M | +39.5% | +0.8% | +38.7% | +37.9% |
| 6M | +85.9% | -21.9% | +107.8% | +104.9% |
| YTD | +52.9% | -39.5% | +92.4% | +85.7% |
| 1Y | +48.1% | -41.0% | +89.1% | +80.8% |
| 3Y | +102.2% | -23.6% | +125.8% | +113.7% |
| 5Y | +5.5% | -65.6% | +71.1% | +53.8% |
| All | +5.5% | -64.6% | +70.1% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling