+572.1%
SNPS vs FISV
-2.2%
+574.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -4.6% | -7.2% | +2.6% | -1.7% |
| 30D | -3.3% | -7.2% | +3.8% | -0.6% |
| 3M | -13.8% | -8.2% | -5.6% | -11.8% |
| 6M | -8.2% | -17.7% | +9.5% | -2.2% |
| YTD | -15.4% | -27.2% | +11.7% | -5.3% |
| 1Y | +2.4% | -63.0% | +65.4% | +43.4% |
| 3Y | -13.5% | -59.8% | +46.3% | +7.7% |
| 5Y | +19.5% | -55.8% | +75.2% | +37.0% |
| All | +572.1% | -2.2% | +574.3% | +366.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling