-37.4%
FIS vs SW
+147.8%
-185.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.1% | -5.1% | +6.2% | +1.6% |
| 30D | -2.2% | -4.6% | +2.4% | -1.8% |
| 3M | +2.1% | +9.4% | -7.2% | +1.1% |
| 6M | -14.7% | +3.5% | -18.2% | -15.3% |
| YTD | -35.7% | +22.0% | -57.7% | -37.4% |
| 1Y | -37.1% | +2.2% | -39.3% | -37.7% |
| 3Y | -20.0% | +19.6% | -39.6% | -23.0% |
| 5Y | -62.1% | -2.3% | -59.8% | -63.7% |
| All | -37.4% | +147.8% | -185.1% | -44.1% |
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