-41.3%
FIS vs SN
+425.1%
-466.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.1% | -5.8% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -19.4% | +16.6% | -36.0% | -21.1% |
| 3M | -31.6% | +18.3% | -49.8% | -33.2% |
| 6M | -32.5% | +103.1% | -135.6% | -38.7% |
| YTD | -56.0% | +96.7% | -152.7% | -60.0% |
| 1Y | -55.5% | +134.3% | -189.9% | -60.6% |
| All | -41.3% | +425.1% | -466.4% | -57.6% |
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