+230.6%
FIS vs SBAC
+1,105.5%
-874.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.0% |
| 7D | -25.5% | +1.2% | -26.7% | -25.8% |
| 30D | -15.1% | +11.2% | -26.2% | -16.5% |
| 3M | -32.1% | +4.5% | -36.6% | -32.8% |
| 6M | -36.1% | -12.2% | -23.9% | -35.2% |
| YTD | -55.4% | -0.1% | -55.3% | -55.8% |
| 1Y | -53.9% | -0.3% | -53.6% | -54.3% |
| 3Y | -39.8% | -8.7% | -31.0% | -39.8% |
| 5Y | -71.1% | -40.2% | -30.9% | -69.7% |
| 10Y | -53.8% | +97.3% | -151.2% | -57.7% |
| All | +230.6% | +1,105.5% | -874.9% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling