-64.8%
FIS vs SU
+341.5%
-406.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -8.9% | +1.7% | -10.6% | -9.2% |
| 30D | -9.9% | +9.6% | -19.5% | -11.4% |
| 3M | 0.0% | +11.7% | -11.8% | -2.1% |
| 6M | -22.9% | +21.9% | -44.8% | -26.0% |
| YTD | -40.9% | +58.6% | -99.5% | -46.3% |
| 1Y | -40.4% | +66.5% | -107.0% | -46.5% |
| 3Y | -25.4% | +121.4% | -146.8% | -38.1% |
| 5Y | -64.8% | +355.7% | -420.5% | -74.2% |
| All | -64.8% | +341.5% | -406.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling