+4,901.1%
SNPS vs FISV
+4,970.5%
-69.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | -11.0% | -0.3% | -10.7% | -10.9% |
| 30D | -1.7% | -2.1% | +0.3% | -1.3% |
| 3M | -20.4% | -5.7% | -14.6% | -19.5% |
| 6M | -8.6% | -15.3% | +6.7% | -4.3% |
| YTD | -16.2% | -21.1% | +4.9% | -10.1% |
| 1Y | -34.6% | -61.1% | +26.5% | -13.9% |
| 3Y | -14.5% | -56.8% | +42.4% | +5.1% |
| 5Y | +17.0% | -54.2% | +71.2% | +39.4% |
| 10Y | +560.0% | +1.6% | +558.4% | +485.7% |
| All | +4,901.1% | +4,970.5% | -69.3% | +1,413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling