+1,505.5%
SNPS vs FIS
+236.8%
+1,268.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.4% |
| 7D | -10.2% | -21.2% | +11.0% | -3.9% |
| 30D | -12.8% | -12.1% | -0.8% | -10.8% |
| 3M | +9.9% | -30.6% | +40.5% | +22.1% |
| 6M | -12.4% | -35.5% | +23.1% | -1.0% |
| YTD | -6.3% | -54.4% | +48.1% | +20.4% |
| 1Y | +7.6% | -52.9% | +60.5% | +36.5% |
| 3Y | -9.8% | -38.7% | +28.9% | +2.1% |
| 5Y | +29.2% | -70.4% | +99.7% | +84.6% |
| 10Y | +663.8% | -52.8% | +716.5% | +820.9% |
| All | +1,505.5% | +236.8% | +1,268.7% | +909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling