-61.1%
FISV vs SNAP
-24.3%
-36.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.2% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -2.1% | +2.6% | -4.7% | -2.7% |
| 3M | -5.7% | -9.9% | +4.1% | -5.0% |
| 6M | -15.3% | +1.9% | -17.2% | -17.4% |
| YTD | -21.1% | -32.2% | +11.1% | -19.1% |
| 1Y | -61.1% | -22.8% | -38.2% | -60.6% |
| All | -61.1% | -24.3% | -36.7% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling