+376.5%
FIS vs SU
+1,647.2%
-1,270.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.1% | +3.6% | -2.5% | +0.3% |
| 30D | -2.2% | +7.9% | -10.1% | -4.0% |
| 3M | +2.1% | +3.5% | -1.4% | +0.9% |
| 6M | -14.7% | +19.0% | -33.6% | -18.6% |
| YTD | -35.7% | +55.0% | -90.7% | -42.5% |
| 1Y | -37.1% | +71.2% | -108.3% | -45.1% |
| 3Y | -20.0% | +117.4% | -137.4% | -35.1% |
| 5Y | -62.1% | +335.2% | -397.3% | -74.6% |
| 10Y | -37.4% | +248.7% | -286.1% | -59.0% |
| All | +376.5% | +1,647.2% | -1,270.7% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling