-39.2%
FIS vs SNAP
-77.2%
+38.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | +1.1% | +0.7% | +0.3% | +1.0% |
| 30D | -2.2% | +2.6% | -4.8% | -2.6% |
| 3M | +2.1% | -9.9% | +12.0% | +2.8% |
| 6M | -14.7% | +1.9% | -16.5% | -15.7% |
| YTD | -35.7% | -32.2% | -3.5% | -33.8% |
| 1Y | -37.1% | -22.8% | -14.2% | -36.3% |
| 3Y | -20.0% | -47.6% | +27.6% | -19.5% |
| 5Y | -62.1% | -92.7% | +30.6% | -56.7% |
| All | -39.2% | -77.2% | +38.0% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling