+3.6%
SNOW vs FITB
+70.3%
-66.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +8.4% | -0.4% | +8.8% | +8.6% |
| 30D | -1.0% | -5.1% | +4.2% | +1.3% |
| 3M | +38.3% | +3.5% | +34.8% | +35.5% |
| 6M | +81.3% | +17.2% | +64.1% | +65.9% |
| YTD | +51.1% | +17.6% | +33.5% | +37.2% |
| 1Y | +47.0% | +23.4% | +23.6% | +29.5% |
| 3Y | +99.7% | +129.7% | -30.0% | +25.4% |
| 5Y | +3.6% | +68.4% | -64.8% | -18.1% |
| All | +3.6% | +70.3% | -66.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling