-26.1%
SNOW vs FITB
+48.6%
-74.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | +5.5% | +2.8% | +2.7% | +4.2% |
| 30D | -13.2% | +9.8% | -22.9% | -16.9% |
| 3M | -13.7% | -5.2% | -8.6% | -11.8% |
| 6M | +91.0% | +17.3% | +73.7% | +75.1% |
| YTD | +32.7% | +19.3% | +13.4% | +19.1% |
| 1Y | +13.3% | +32.7% | -19.4% | -4.3% |
| 3Y | +83.4% | +141.6% | -58.2% | +9.7% |
| All | -26.1% | +48.6% | -74.7% | -39.3% |
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