-54.3%
FIS vs SBAC
+111.6%
-165.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -5.0% | -5.7% |
| 7D | -3.5% | -2.7% | -0.8% | -2.6% |
| 30D | -19.4% | +3.3% | -22.7% | -21.0% |
| 3M | -31.6% | +3.3% | -34.9% | -33.0% |
| 6M | -32.5% | -10.9% | -21.6% | -30.6% |
| YTD | -56.0% | -1.0% | -55.0% | -57.0% |
| 1Y | -55.5% | -4.5% | -51.1% | -56.1% |
| 3Y | -41.3% | -8.7% | -32.6% | -42.1% |
| 5Y | -72.3% | -40.6% | -31.7% | -68.0% |
| All | -54.3% | +111.6% | -165.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling