+247.6%
FIS vs SAN
+422.1%
-174.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.9% |
| 7D | +1.5% | +3.4% | -1.9% | +0.4% |
| 30D | -11.8% | -6.3% | -5.6% | -10.9% |
| 3M | -28.5% | -14.1% | -14.4% | -25.9% |
| 6M | -27.0% | +4.2% | -31.2% | -29.2% |
| YTD | -53.1% | +9.0% | -62.1% | -55.5% |
| 1Y | -52.8% | +18.8% | -71.5% | -56.5% |
| 3Y | -37.5% | +252.0% | -289.5% | -60.5% |
| 5Y | -71.1% | +299.5% | -370.5% | -82.9% |
| 10Y | -52.0% | +276.7% | -328.7% | -73.1% |
| All | +247.6% | +422.1% | -174.4% | +31.7% |
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