+230.6%
FIS vs SAN
+391.1%
-160.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -25.5% | +4.9% | -30.4% | -27.1% |
| 30D | -15.1% | -13.0% | -2.1% | -12.1% |
| 3M | -32.1% | -18.9% | -13.2% | -28.2% |
| 6M | -36.1% | -4.1% | -31.9% | -36.3% |
| YTD | -55.4% | +2.6% | -58.0% | -56.9% |
| 1Y | -53.9% | +16.9% | -70.8% | -57.3% |
| 3Y | -39.8% | +239.1% | -278.8% | -61.4% |
| 5Y | -71.1% | +266.8% | -337.9% | -82.4% |
| 10Y | -53.8% | +246.0% | -299.9% | -73.4% |
| All | +230.6% | +391.1% | -160.5% | +27.8% |
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