-51.1%
FIS vs SAN
+23.5%
-74.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.4% | -30.1% | -23.8% |
| 7D | -18.4% | +4.5% | -23.0% | -18.4% |
| 30D | -11.4% | -12.1% | +0.7% | -8.9% |
| 3M | -32.0% | -15.6% | -16.4% | -29.6% |
| 6M | -35.6% | +5.8% | -41.4% | -36.2% |
| YTD | -53.8% | +5.5% | -59.3% | -53.4% |
| 1Y | -51.1% | +23.6% | -74.7% | -54.1% |
| All | -51.1% | +23.5% | -74.5% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling