-48.6%
FIS vs SN
+681.9%
-730.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | -29.4% | +7.6% | -37.1% | -30.1% |
| 30D | -16.7% | +24.1% | -40.8% | -18.9% |
| 3M | -33.0% | +23.7% | -56.7% | -34.8% |
| 6M | -33.3% | +105.5% | -138.9% | -39.0% |
| YTD | -56.0% | +105.1% | -161.1% | -59.9% |
| 1Y | -54.6% | +148.3% | -202.9% | -59.6% |
| 3Y | -40.6% | +438.7% | -479.3% | -53.0% |
| All | -48.6% | +681.9% | -730.5% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling