-46.4%
FIS vs SN
+671.3%
-717.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.8% |
| 7D | +2.8% | +1.5% | +1.3% | +2.7% |
| 30D | -16.7% | +21.5% | -38.2% | -18.7% |
| 3M | -32.3% | +20.0% | -52.3% | -33.9% |
| 6M | -29.1% | +119.9% | -149.0% | -35.6% |
| YTD | -54.1% | +102.3% | -156.4% | -58.1% |
| 1Y | -53.7% | +148.0% | -201.7% | -58.8% |
| 3Y | -38.8% | +450.0% | -488.8% | -51.7% |
| All | -46.4% | +671.3% | -717.7% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling