-72.7%
FIS vs SRE
+46.2%
-118.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -27.4% | -8.2% | -19.2% | -25.3% |
| 30D | -16.8% | -3.6% | -13.2% | -15.6% |
| 3M | -32.6% | -6.3% | -26.4% | -31.2% |
| 6M | -33.4% | -13.0% | -20.4% | -30.7% |
| YTD | -56.0% | -9.2% | -46.8% | -55.1% |
| 1Y | -55.1% | -13.1% | -42.0% | -53.5% |
| 3Y | -41.4% | +22.4% | -63.8% | -49.1% |
| 5Y | -72.7% | +47.1% | -119.8% | -77.1% |
| All | -72.7% | +46.2% | -118.9% | -77.1% |
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