-55.3%
FIS vs SAN
+267.2%
-322.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -3.2% |
| 7D | -29.4% | +8.7% | -38.1% | -31.7% |
| 30D | -16.7% | -6.5% | -10.3% | -15.7% |
| 3M | -33.0% | -14.2% | -18.8% | -30.3% |
| 6M | -33.3% | +2.7% | -36.1% | -34.9% |
| YTD | -56.0% | +8.9% | -64.9% | -58.3% |
| 1Y | -54.6% | +23.4% | -78.0% | -58.7% |
| 3Y | -40.6% | +257.9% | -298.6% | -63.8% |
| 5Y | -71.9% | +297.8% | -369.7% | -84.0% |
| 10Y | -55.3% | +259.6% | -314.9% | -75.3% |
| All | -55.3% | +267.2% | -322.6% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling