+18.6%
SNOW vs FITB
+211.4%
-192.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.7% | -0.6% | +4.2% | +3.9% |
| 30D | -16.4% | +7.0% | -23.5% | -18.4% |
| 3M | -9.9% | -4.8% | -5.1% | -8.4% |
| 6M | +98.8% | +13.5% | +85.3% | +88.4% |
| YTD | +37.3% | +19.1% | +18.2% | +26.7% |
| 1Y | +11.0% | +30.8% | -19.7% | -1.5% |
| 3Y | +87.8% | +141.6% | -53.8% | +31.3% |
| 5Y | -18.4% | +48.3% | -66.7% | -33.4% |
| All | +18.6% | +211.4% | -192.8% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling