+684.5%
SNPS vs FIS
-55.6%
+740.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | -27.4% | +26.8% | +10.5% |
| 30D | -9.8% | -16.8% | +7.0% | -5.8% |
| 3M | +11.7% | -32.6% | +44.4% | +26.8% |
| 6M | -10.9% | -33.4% | +22.5% | +0.5% |
| YTD | -2.1% | -56.0% | +54.0% | +32.3% |
| 1Y | +14.8% | -55.1% | +69.9% | +53.5% |
| 3Y | -11.3% | -41.4% | +30.1% | +2.6% |
| 5Y | +36.2% | -72.7% | +108.9% | +120.5% |
| 10Y | +684.5% | -55.5% | +740.0% | +847.7% |
| All | +684.5% | -55.6% | +740.0% | +847.7% |
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