-65.0%
FIS vs SNY
+9.4%
-74.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -7.9% | -3.3% | -4.6% | -7.1% |
| 30D | -8.0% | -2.2% | -5.8% | -7.5% |
| 3M | +0.6% | -3.0% | +3.6% | +1.3% |
| 6M | -22.2% | +2.7% | -24.9% | -22.8% |
| YTD | -40.8% | -6.8% | -33.9% | -39.9% |
| 1Y | -41.5% | -5.3% | -36.3% | -40.9% |
| 3Y | -25.5% | -9.8% | -15.7% | -25.0% |
| All | -65.0% | +9.4% | -74.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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