+673.5%
SNPS vs FIS
-55.0%
+728.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +2.5% |
| 7D | +5.1% | -3.5% | +8.6% | +6.2% |
| 30D | -6.4% | -19.4% | +13.0% | -1.2% |
| 3M | +12.2% | -31.6% | +43.8% | +26.2% |
| 6M | -9.8% | -32.5% | +22.7% | +1.0% |
| YTD | -1.5% | -56.0% | +54.5% | +32.8% |
| 1Y | +16.0% | -55.5% | +71.6% | +55.6% |
| 3Y | -10.8% | -41.3% | +30.5% | +2.9% |
| 5Y | +33.3% | -72.3% | +105.6% | +113.8% |
| All | +673.5% | -55.0% | +728.5% | +804.9% |
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