+17.9%
SNPS vs FISV
-58.4%
+76.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.7% |
| 7D | -5.5% | -6.4% | +0.9% | -3.6% |
| 30D | -4.5% | -6.8% | +2.4% | -2.6% |
| 3M | -15.5% | -10.0% | -5.5% | -13.4% |
| 6M | -10.1% | -20.6% | +10.6% | -4.4% |
| YTD | -16.3% | -27.6% | +11.3% | -8.5% |
| 1Y | -34.9% | -64.3% | +29.4% | -13.7% |
| 3Y | -14.4% | -60.0% | +45.6% | -4.0% |
| 5Y | +17.9% | -57.7% | +75.6% | +18.0% |
| All | +17.9% | -58.4% | +76.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling