+376.5%
FIS vs SRE
+1,299.2%
-922.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -2.2% | -0.7% | -1.5% | -2.1% |
| 3M | +2.1% | -6.3% | +8.5% | +4.8% |
| 6M | -14.7% | -10.7% | -4.0% | -11.0% |
| YTD | -35.7% | -3.5% | -32.2% | -35.5% |
| 1Y | -37.1% | +5.3% | -42.4% | -39.6% |
| 3Y | -20.0% | +31.8% | -51.8% | -33.4% |
| 5Y | -62.1% | +47.4% | -109.5% | -70.5% |
| 10Y | -37.4% | +120.6% | -157.9% | -61.8% |
| All | +376.5% | +1,299.2% | -922.7% | +9.5% |
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