-39.8%
FIS vs SBAC
-10.4%
-29.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.9% |
| 7D | -25.5% | +1.2% | -26.7% | -25.9% |
| 30D | -15.1% | +11.2% | -26.2% | -17.6% |
| 3M | -32.1% | +4.5% | -36.6% | -33.1% |
| 6M | -36.1% | -12.2% | -23.9% | -34.6% |
| YTD | -55.4% | -0.1% | -55.3% | -56.0% |
| 1Y | -53.9% | -0.3% | -53.6% | -54.6% |
| 3Y | -39.8% | -8.7% | -31.0% | -39.1% |
| All | -39.8% | -10.4% | -29.4% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling