+376.5%
FIS vs SAN
+516.9%
-140.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | -2.2% | +2.0% | -4.2% | -2.8% |
| 3M | +2.1% | +19.7% | -17.6% | -3.9% |
| 6M | -14.7% | +30.6% | -45.3% | -22.5% |
| YTD | -35.7% | +28.8% | -64.6% | -41.5% |
| 1Y | -37.1% | +57.8% | -94.8% | -46.5% |
| 3Y | -20.0% | +338.1% | -358.1% | -52.3% |
| 5Y | -62.1% | +384.2% | -446.3% | -78.7% |
| 10Y | -37.4% | +353.1% | -390.5% | -66.6% |
| All | +376.5% | +516.9% | -140.4% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling