-51.1%
FIS vs SNAP
-22.3%
-28.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.9% | -29.6% | -24.2% |
| 7D | -18.4% | -0.7% | -17.7% | -18.4% |
| 30D | -11.4% | +5.5% | -16.9% | -12.2% |
| 3M | -32.0% | +2.2% | -34.2% | -32.6% |
| 6M | -35.6% | -4.1% | -31.5% | -36.2% |
| YTD | -53.8% | -26.6% | -27.2% | -52.2% |
| 1Y | -51.1% | -20.7% | -30.3% | -49.4% |
| All | -51.1% | -22.3% | -28.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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