+17.1%
SNPS vs FIS
-62.1%
+79.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | +1.1% | -12.1% | -11.3% |
| 30D | -1.7% | -2.2% | +0.5% | -1.2% |
| 3M | -20.4% | +2.1% | -22.5% | -21.5% |
| 6M | -8.6% | -14.7% | +6.1% | -4.7% |
| YTD | -16.2% | -35.7% | +19.5% | -4.0% |
| 1Y | -34.6% | -37.1% | +2.5% | -24.3% |
| 3Y | -14.5% | -20.0% | +5.5% | -9.9% |
| All | +17.1% | -62.1% | +79.2% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling