+556.6%
SNPS vs FIS
-40.5%
+597.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +2.0% |
| 7D | -5.5% | -3.5% | -2.0% | -4.2% |
| 30D | -5.8% | -7.8% | +2.1% | -2.8% |
| 3M | -17.2% | +0.8% | -18.0% | -18.5% |
| 6M | -10.4% | -21.9% | +11.5% | -1.8% |
| YTD | -16.5% | -39.5% | +23.0% | +2.2% |
| 1Y | -35.6% | -41.0% | +5.4% | -20.0% |
| 3Y | -14.6% | -23.6% | +9.0% | -8.4% |
| 5Y | +16.5% | -65.6% | +82.1% | +79.4% |
| 10Y | +556.6% | -40.2% | +596.8% | +646.0% |
| All | +556.6% | -40.5% | +597.1% | +646.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling