+142.1%
FIS vs SGI
+1,905.4%
-1,763.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.2% | -1.2% |
| 7D | -25.5% | +1.0% | -26.4% | -25.9% |
| 30D | -15.1% | +3.9% | -19.0% | -16.1% |
| 3M | -32.1% | -0.8% | -31.3% | -32.4% |
| 6M | -36.1% | -18.0% | -18.1% | -34.4% |
| YTD | -55.4% | -27.6% | -27.8% | -53.4% |
| 1Y | -53.9% | -27.2% | -26.6% | -51.9% |
| 3Y | -39.8% | +76.0% | -115.7% | -47.5% |
| 5Y | -71.1% | +50.0% | -121.1% | -74.8% |
| 10Y | -53.8% | +399.1% | -452.9% | -70.0% |
| All | +142.1% | +1,905.4% | -1,763.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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