+9.4%
FISV vs SNAP
-78.1%
+87.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | +6.0% | -4.6% | +0.8% |
| 30D | +38.4% | -13.8% | +52.2% | +40.3% |
| 3M | +14.9% | -0.8% | +15.7% | +14.5% |
| 6M | +21.8% | -6.2% | +28.0% | +21.6% |
| YTD | -5.0% | -34.8% | +29.8% | -2.2% |
| 1Y | -1.2% | -38.7% | +37.5% | +2.4% |
| 3Y | -47.5% | -53.5% | +5.9% | -46.6% |
| 5Y | -36.7% | -90.2% | +53.5% | -29.8% |
| All | +9.4% | -78.1% | +87.4% | -5.3% |
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 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