-62.2%
FIS vs SAN
+381.6%
-443.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | +2.1% | +19.7% | -17.6% | -3.7% |
| 6M | -14.7% | +30.6% | -45.3% | -22.3% |
| YTD | -35.7% | +28.8% | -64.6% | -41.3% |
| 1Y | -37.1% | +57.8% | -94.8% | -46.5% |
| 3Y | -20.0% | +338.1% | -358.1% | -54.6% |
| All | -62.2% | +381.6% | -443.8% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling