-10.6%
SNPS vs FISV
+17.9%
-28.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.3% |
| 7D | +1.1% | +1.4% | -0.4% | +1.2% |
| 30D | -5.2% | +38.4% | -43.6% | -2.7% |
| 3M | +10.6% | +14.9% | -4.4% | +14.0% |
| 6M | -10.6% | +21.8% | -32.4% | -8.2% |
| All | -10.6% | +17.9% | -28.5% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling