-71.4%
FIS vs SBAC
-40.3%
-31.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.7% |
| 7D | -25.5% | +1.2% | -26.7% | -26.1% |
| 30D | -15.1% | +11.2% | -26.2% | -18.3% |
| 3M | -32.1% | +4.5% | -36.6% | -33.5% |
| 6M | -36.1% | -12.2% | -23.9% | -34.2% |
| YTD | -55.4% | -0.1% | -55.3% | -56.3% |
| 1Y | -53.9% | -0.3% | -53.6% | -54.9% |
| 3Y | -39.8% | -8.7% | -31.0% | -40.1% |
| All | -71.4% | -40.3% | -31.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling