-38.8%
FIS vs SAN
+247.1%
-286.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +2.8% | +4.0% | -1.2% | +2.3% |
| 30D | -16.7% | -7.8% | -8.9% | -15.5% |
| 3M | -32.3% | -16.4% | -15.9% | -30.0% |
| 6M | -29.1% | +3.5% | -32.6% | -29.7% |
| YTD | -54.1% | +6.7% | -60.8% | -54.9% |
| 1Y | -53.7% | +14.5% | -68.2% | -55.2% |
| 3Y | -38.8% | +243.5% | -282.4% | -53.1% |
| All | -38.8% | +247.1% | -286.0% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling