+376.5%
FIS vs SUI
+1,405.3%
-1,028.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.1% | -2.8% | +3.9% | +2.3% |
| 30D | -2.2% | -1.2% | -1.0% | -1.8% |
| 3M | +2.1% | -1.7% | +3.9% | +2.9% |
| 6M | -14.7% | -10.5% | -4.2% | -10.9% |
| YTD | -35.7% | -1.8% | -33.9% | -35.4% |
| 1Y | -37.1% | -4.1% | -33.0% | -36.2% |
| 3Y | -20.0% | +11.3% | -31.3% | -25.1% |
| 5Y | -62.1% | -32.1% | -30.0% | -57.3% |
| 10Y | -37.4% | +110.4% | -147.8% | -55.4% |
| All | +376.5% | +1,405.3% | -1,028.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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