+1,336.1%
SNPS vs FIS
+374.5%
+961.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -11.0% | +1.1% | -12.1% | -11.4% |
| 30D | -1.7% | -2.2% | +0.5% | -1.2% |
| 3M | -20.4% | +2.1% | -22.5% | -21.7% |
| 6M | -8.6% | -14.7% | +6.1% | -4.3% |
| YTD | -16.2% | -35.7% | +19.5% | -2.5% |
| 1Y | -34.6% | -37.1% | +2.5% | -23.1% |
| 3Y | -14.5% | -20.0% | +5.5% | -10.0% |
| 5Y | +17.0% | -62.1% | +79.1% | +56.5% |
| 10Y | +560.0% | -37.4% | +597.4% | +634.7% |
| All | +1,336.1% | +374.5% | +961.5% | +717.3% |
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