-52.2%
FIS vs SW
+189.7%
-241.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.1% | -27.7% | -24.1% |
| 7D | -18.4% | +12.1% | -30.5% | -19.5% |
| 30D | -11.4% | +6.6% | -17.9% | -12.1% |
| 3M | -32.0% | -6.0% | -26.0% | -31.7% |
| 6M | -35.6% | +21.5% | -57.1% | -37.1% |
| YTD | -53.8% | +20.3% | -74.1% | -55.0% |
| 1Y | -51.1% | +28.1% | -79.2% | -52.7% |
| 3Y | -37.9% | +51.6% | -89.5% | -41.4% |
| 5Y | -69.6% | -0.1% | -69.4% | -70.9% |
| 10Y | -52.2% | +189.7% | -241.9% | -56.2% |
| All | -52.2% | +189.7% | -241.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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