-40.2%
FIS vs SBAC
+76.8%
-117.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -7.8% | +3.2% | -11.1% | -8.9% |
| 3M | +0.8% | -5.1% | +5.9% | +2.5% |
| 6M | -21.9% | -2.1% | -19.8% | -22.3% |
| YTD | -39.5% | -0.5% | -39.0% | -40.5% |
| 1Y | -41.0% | +1.1% | -42.1% | -42.4% |
| 3Y | -23.6% | -7.4% | -16.2% | -24.5% |
| 5Y | -65.6% | -44.3% | -21.3% | -59.0% |
| 10Y | -40.2% | +77.6% | -117.8% | -48.5% |
| All | -40.2% | +76.8% | -117.0% | -48.5% |
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