-40.6%
FIS vs SU
+267.2%
-307.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.9% | +2.2% | -10.1% | -8.4% |
| 30D | -8.0% | +8.4% | -16.4% | -9.8% |
| 3M | +0.6% | +12.1% | -11.5% | -2.5% |
| 6M | -22.2% | +19.7% | -41.9% | -26.1% |
| YTD | -40.8% | +58.4% | -99.2% | -47.7% |
| 1Y | -41.5% | +67.2% | -108.8% | -49.1% |
| 3Y | -25.5% | +125.0% | -150.5% | -41.1% |
| 5Y | -64.8% | +355.1% | -419.8% | -77.7% |
| All | -40.6% | +267.2% | -307.8% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling