-58.2%
FISV vs SNAP
-43.9%
-14.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | -3.0% | +1.9% | -4.8% | -3.3% |
| 3M | -3.5% | -3.9% | +0.4% | -3.7% |
| 6M | -19.4% | +5.2% | -24.6% | -20.6% |
| YTD | -24.3% | -32.7% | +8.4% | -22.5% |
| 1Y | -62.4% | -24.8% | -37.6% | -61.9% |
| 3Y | -58.2% | -42.2% | -16.0% | -61.3% |
| All | -58.2% | -43.9% | -14.3% | -61.3% |
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