-51.1%
FIS vs SN
+156.5%
-207.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.1% | -27.8% | -24.0% |
| 7D | -18.4% | +10.6% | -29.1% | -19.3% |
| 30D | -11.4% | +20.0% | -31.4% | -13.1% |
| 3M | -32.0% | +30.4% | -62.3% | -34.0% |
| 6M | -35.6% | +91.0% | -126.6% | -39.8% |
| YTD | -53.8% | +95.9% | -149.7% | -56.9% |
| 1Y | -51.1% | +158.9% | -210.0% | -55.7% |
| All | -51.1% | +156.5% | -207.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling