-11.5%
SNPS vs FISV
-49.3%
+37.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.8% |
| 7D | +5.1% | -2.0% | +7.1% | +5.4% |
| 30D | -6.4% | +31.8% | -38.2% | -11.5% |
| 3M | +12.2% | +19.3% | -7.1% | +8.1% |
| 6M | -9.8% | +12.1% | -21.9% | -12.5% |
| YTD | -1.5% | -8.4% | +6.9% | -0.3% |
| 1Y | +16.0% | -4.5% | +20.5% | +16.4% |
| All | -11.5% | -49.3% | +37.8% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling