-38.8%
FIS vs SBAC
-6.5%
-32.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -16.7% | +5.5% | -22.2% | -18.0% |
| 3M | -32.3% | +3.1% | -35.4% | -33.0% |
| 6M | -29.1% | -7.0% | -22.0% | -28.3% |
| YTD | -54.1% | +0.5% | -54.6% | -54.8% |
| 1Y | -53.7% | +0.2% | -53.9% | -54.4% |
| 3Y | -38.8% | -7.4% | -31.5% | -38.1% |
| All | -38.8% | -6.5% | -32.3% | -38.1% |
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