+32.8%
SNOW vs FITB
+211.5%
-178.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +6.4% | -4.7% | +11.2% | +8.2% |
| 3M | +38.1% | +6.7% | +31.4% | +34.4% |
| 6M | +100.4% | +12.6% | +87.8% | +89.8% |
| YTD | +53.7% | +19.1% | +34.6% | +42.0% |
| 1Y | +52.0% | +22.6% | +29.3% | +38.1% |
| 3Y | +114.7% | +127.1% | -12.5% | +53.3% |
| 5Y | +8.8% | +71.8% | -63.0% | -11.5% |
| All | +32.8% | +211.5% | -178.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling