-52.9%
FIS vs SW
+25.8%
-78.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -21.2% | +4.7% | -25.8% | -21.6% |
| 30D | -12.1% | +5.0% | -17.1% | -12.7% |
| 3M | -30.6% | -7.3% | -23.3% | -30.1% |
| 6M | -35.5% | +15.0% | -50.5% | -35.9% |
| YTD | -54.4% | +18.5% | -72.9% | -55.8% |
| 1Y | -52.9% | +27.1% | -80.0% | -55.1% |
| All | -52.9% | +25.8% | -78.6% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling