+226.3%
FIS vs SRE
+1,226.0%
-999.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -19.4% | -4.1% | -15.3% | -17.6% |
| 3M | -31.6% | -7.3% | -24.3% | -29.1% |
| 6M | -32.5% | -14.1% | -18.4% | -27.9% |
| YTD | -56.0% | -8.5% | -47.5% | -54.7% |
| 1Y | -55.5% | -12.0% | -43.5% | -53.4% |
| 3Y | -41.3% | +23.4% | -64.7% | -49.5% |
| 5Y | -72.3% | +51.3% | -123.6% | -78.7% |
| 10Y | -55.0% | +126.3% | -181.2% | -72.7% |
| All | +226.3% | +1,226.0% | -999.7% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling