+1,542.5%
SNPS vs FIS
+229.2%
+1,313.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.6% | +3.1% |
| 7D | -3.7% | -25.5% | +21.8% | +5.2% |
| 30D | -10.4% | -15.1% | +4.7% | -7.2% |
| 3M | +11.0% | -32.1% | +43.1% | +24.2% |
| 6M | -10.7% | -36.1% | +25.4% | +1.2% |
| YTD | -4.1% | -55.4% | +51.3% | +24.2% |
| 1Y | +13.7% | -53.9% | +67.6% | +45.3% |
| 3Y | -8.1% | -39.8% | +31.7% | +4.7% |
| 5Y | +32.2% | -71.1% | +103.3% | +90.3% |
| 10Y | +681.4% | -53.8% | +735.2% | +849.4% |
| All | +1,542.5% | +229.2% | +1,313.3% | +940.9% |
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 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