-41.3%
FIS vs SNAP
-53.9%
+12.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -3.9% | -5.9% |
| 7D | -3.5% | +2.6% | -6.1% | -3.7% |
| 30D | -19.4% | -19.6% | +0.1% | -18.2% |
| 3M | -31.6% | +0.4% | -32.0% | -32.0% |
| 6M | -32.5% | -5.9% | -26.6% | -32.9% |
| YTD | -56.0% | -35.3% | -20.7% | -55.1% |
| 1Y | -55.5% | -42.6% | -13.0% | -54.3% |
| All | -41.3% | -53.9% | +12.6% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling