+46.0%
SNOW vs FITB
+24.5%
+21.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | -7.5% | -1.0% | -6.5% | -7.5% |
| 30D | -1.3% | -5.5% | +4.2% | -1.6% |
| 3M | +37.4% | +4.1% | +33.3% | +37.7% |
| 6M | +88.1% | +18.7% | +69.3% | +87.6% |
| YTD | +50.3% | +18.2% | +32.1% | +51.8% |
| 1Y | +46.0% | +23.7% | +22.3% | +46.7% |
| All | +46.0% | +24.5% | +21.5% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling