-58.4%
FIS vs SNAP
-79.0%
+20.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -29.4% | -7.3% | -22.1% | -29.1% |
| 30D | -16.7% | -18.9% | +2.2% | -15.3% |
| 3M | -33.0% | -5.3% | -27.7% | -33.1% |
| 6M | -33.3% | -16.9% | -16.4% | -32.8% |
| YTD | -56.0% | -37.4% | -18.6% | -54.5% |
| 1Y | -54.6% | -38.5% | -16.1% | -53.0% |
| 3Y | -40.6% | -55.1% | +14.4% | -39.5% |
| 5Y | -71.9% | -90.8% | +18.9% | -68.7% |
| All | -58.4% | -79.0% | +20.6% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling