-70.8%
FIS vs SNAP
-90.3%
+19.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +2.8% | +6.0% | -3.2% | +2.3% |
| 30D | -16.7% | -13.8% | -2.9% | -15.8% |
| 3M | -32.3% | -0.8% | -31.5% | -32.7% |
| 6M | -29.1% | -6.2% | -22.8% | -29.3% |
| YTD | -54.1% | -34.8% | -19.3% | -52.9% |
| 1Y | -53.7% | -38.7% | -15.0% | -52.2% |
| 3Y | -38.8% | -53.5% | +14.6% | -38.2% |
| All | -70.8% | -90.3% | +19.5% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling