-10.1%
SNPS vs FIS
-38.4%
+28.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.6% |
| 7D | -10.2% | -21.2% | +11.0% | -6.7% |
| 30D | -12.8% | -12.1% | -0.8% | -12.6% |
| 3M | +9.9% | -30.6% | +40.5% | +18.0% |
| 6M | -12.4% | -35.5% | +23.1% | -4.2% |
| YTD | -6.3% | -54.4% | +48.1% | +16.6% |
| 1Y | +7.6% | -52.9% | +60.5% | +32.2% |
| All | -10.1% | -38.4% | +28.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling