-29.3%
FIS vs SN
+496.6%
-526.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -7.8% | -5.6% | -2.2% | -7.3% |
| 3M | +0.8% | +48.1% | -47.2% | -4.0% |
| 6M | -21.9% | +57.6% | -79.5% | -26.3% |
| YTD | -39.5% | +56.5% | -96.0% | -43.0% |
| 1Y | -41.0% | +52.6% | -93.5% | -44.3% |
| 3Y | -23.6% | +412.0% | -435.6% | -38.5% |
| All | -29.3% | +496.6% | -526.0% | -42.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling