-18.5%
FIS vs SN
+389.7%
-408.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +1.1% | -9.3% | +10.4% | +2.3% |
| 30D | -2.2% | -4.8% | +2.6% | -1.7% |
| 3M | +2.1% | +40.4% | -38.3% | -2.5% |
| 6M | -14.7% | +50.9% | -65.6% | -19.5% |
| YTD | -35.7% | +54.9% | -90.6% | -39.6% |
| 1Y | -37.1% | +43.0% | -80.1% | -40.3% |
| All | -18.5% | +389.7% | -408.2% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling