-23.6%
FIS vs SRE
+33.0%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.2% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -7.8% | +1.9% | -9.7% | -8.2% |
| 3M | +0.8% | -3.3% | +4.1% | +1.2% |
| 6M | -21.9% | -6.4% | -15.5% | -21.3% |
| YTD | -39.5% | -1.8% | -37.7% | -39.8% |
| 1Y | -41.0% | +10.7% | -51.7% | -43.1% |
| 3Y | -23.6% | +31.8% | -55.4% | -33.4% |
| All | -23.6% | +33.0% | -56.6% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling