+180.9%
SAP vs FIS
-36.8%
+217.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +9.0% | -2.2% | +11.2% | +9.8% |
| 3M | +14.9% | +2.1% | +12.8% | +14.1% |
| 6M | +11.9% | -14.7% | +26.6% | +18.6% |
| YTD | -9.9% | -35.7% | +25.8% | +6.0% |
| 1Y | -19.5% | -37.1% | +17.5% | -4.7% |
| 3Y | +61.8% | -20.0% | +81.8% | +69.8% |
| 5Y | +56.2% | -62.1% | +118.3% | +116.1% |
| All | +180.9% | -36.8% | +217.7% | +225.6% |
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