-39.8%
FIS vs SN
+397.9%
-437.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.5% |
| 7D | -25.5% | +7.2% | -32.7% | -26.2% |
| 30D | -15.1% | +20.4% | -35.4% | -17.1% |
| 3M | -32.1% | +23.9% | -56.0% | -34.0% |
| 6M | -36.1% | +93.0% | -129.1% | -41.3% |
| YTD | -55.4% | +99.2% | -154.6% | -59.4% |
| 1Y | -53.9% | +142.6% | -196.5% | -59.1% |
| 3Y | -39.8% | +398.8% | -438.6% | -53.7% |
| All | -39.8% | +397.9% | -437.7% | -53.7% |
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