-25.5%
FIS vs SU
+120.0%
-145.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -7.9% | +2.2% | -10.1% | -8.1% |
| 30D | -8.0% | +8.4% | -16.4% | -8.7% |
| 3M | +0.6% | +12.1% | -11.5% | -0.6% |
| 6M | -22.2% | +19.7% | -41.9% | -23.8% |
| YTD | -40.8% | +58.4% | -99.2% | -44.6% |
| 1Y | -41.5% | +67.2% | -108.8% | -45.8% |
| 3Y | -25.5% | +125.0% | -150.5% | -36.6% |
| All | -25.5% | +120.0% | -145.4% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling