+222.9%
SAP vs FIS
-54.6%
+277.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +1.6% | -29.4% | +31.0% | +13.3% |
| 30D | +10.5% | -16.7% | +27.3% | +15.2% |
| 3M | +15.2% | -33.0% | +48.1% | +30.4% |
| 6M | +36.7% | -33.3% | +70.0% | +55.4% |
| YTD | -0.6% | -56.0% | +55.4% | +31.7% |
| 1Y | -4.1% | -54.6% | +50.4% | +25.4% |
| 3Y | +73.2% | -40.6% | +113.9% | +98.4% |
| 5Y | +74.1% | -71.9% | +146.0% | +161.7% |
| 10Y | +222.9% | -55.3% | +278.3% | +308.3% |
| All | +222.9% | -54.6% | +277.5% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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