+376.5%
FIS vs SBAC
+1,105.6%
-729.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -2.2% | +6.9% | -9.1% | -3.1% |
| 3M | +2.1% | -8.2% | +10.4% | +3.3% |
| 6M | -14.7% | -1.6% | -13.0% | -14.8% |
| YTD | -35.7% | -0.1% | -35.6% | -36.0% |
| 1Y | -37.1% | -0.5% | -36.6% | -37.4% |
| 3Y | -20.0% | -9.1% | -10.9% | -19.8% |
| 5Y | -62.1% | -43.8% | -18.3% | -59.8% |
| 10Y | -37.4% | +80.5% | -117.9% | -42.0% |
| All | +376.5% | +1,105.6% | -729.1% | +284.1% |
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 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