-39.8%
FIS vs SNAP
-53.8%
+14.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.0% |
| 7D | -25.5% | -7.1% | -18.4% | -25.3% |
| 30D | -15.1% | -14.6% | -0.4% | -14.3% |
| 3M | -32.1% | -5.0% | -27.1% | -32.3% |
| 6M | -36.1% | -18.8% | -17.2% | -35.6% |
| YTD | -55.4% | -38.5% | -16.9% | -54.3% |
| 1Y | -53.9% | -38.1% | -15.8% | -52.8% |
| 3Y | -39.8% | -53.8% | +14.0% | -45.6% |
| All | -39.8% | -53.8% | +14.1% | -45.6% |
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