+29.8%
SNOW vs FITB
+209.0%
-179.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -7.5% | -1.0% | -6.5% | -7.2% |
| 30D | -1.3% | -5.5% | +4.2% | +0.6% |
| 3M | +37.4% | +4.1% | +33.3% | +35.0% |
| 6M | +88.1% | +18.7% | +69.3% | +74.5% |
| YTD | +50.3% | +18.2% | +32.1% | +39.2% |
| 1Y | +46.0% | +23.7% | +22.3% | +32.2% |
| 3Y | +98.7% | +130.8% | -32.1% | +41.1% |
| 5Y | +3.5% | +69.8% | -66.3% | -15.5% |
| All | +29.8% | +209.0% | -179.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FITB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling