-40.7%
FIS vs SRE
+124.1%
-164.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -8.9% | -0.7% | -8.2% | -8.7% |
| 30D | -9.9% | -1.7% | -8.2% | -9.5% |
| 3M | 0.0% | -7.1% | +7.0% | +2.5% |
| 6M | -22.9% | -8.4% | -14.5% | -20.9% |
| YTD | -40.9% | -3.5% | -37.4% | -40.8% |
| 1Y | -40.4% | +5.4% | -45.8% | -42.7% |
| 3Y | -25.4% | +29.5% | -54.9% | -36.9% |
| 5Y | -64.8% | +48.3% | -113.1% | -72.4% |
| All | -40.7% | +124.1% | -164.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling