-42.8%
FIS vs SNAP
-77.4%
+34.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -3.5% | +1.5% | -4.9% | -3.6% |
| 30D | -7.8% | +1.9% | -9.7% | -8.1% |
| 3M | +0.8% | -3.9% | +4.7% | +0.8% |
| 6M | -21.9% | +5.2% | -27.1% | -23.1% |
| YTD | -39.5% | -32.7% | -6.8% | -37.6% |
| 1Y | -41.0% | -24.8% | -16.2% | -40.1% |
| 3Y | -23.6% | -42.2% | +18.6% | -24.0% |
| 5Y | -65.6% | -92.7% | +27.1% | -60.7% |
| All | -42.8% | -77.4% | +34.6% | -50.9% |
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