-66.1%
FIS vs SRE
+48.6%
-114.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -9.1% | +1.5% | -10.5% | -9.5% |
| 30D | -10.4% | +0.8% | -11.3% | -10.8% |
| 3M | -3.7% | -5.8% | +2.1% | -2.3% |
| 6M | -24.8% | -7.8% | -17.0% | -23.4% |
| YTD | -41.6% | -2.4% | -39.2% | -41.8% |
| 1Y | -42.7% | +8.9% | -51.6% | -45.3% |
| 3Y | -26.2% | +31.1% | -57.3% | -37.6% |
| 5Y | -66.1% | +48.6% | -114.7% | -72.7% |
| All | -66.1% | +48.6% | -114.7% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling