+229.3%
SAP vs FIS
-52.2%
+281.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.6% | -2.3% |
| 7D | -2.5% | +1.5% | -4.0% | -3.1% |
| 30D | +7.5% | -11.8% | +19.3% | +9.6% |
| 3M | +11.6% | -28.5% | +40.2% | +23.4% |
| 6M | +37.6% | -27.0% | +64.7% | +51.2% |
| YTD | -2.0% | -53.1% | +51.1% | +26.7% |
| 1Y | -6.4% | -52.8% | +46.4% | +20.6% |
| 3Y | +67.7% | -37.5% | +105.2% | +88.4% |
| 5Y | +75.7% | -71.1% | +146.8% | +162.4% |
| 10Y | +229.3% | -52.0% | +281.4% | +306.9% |
| All | +229.3% | -52.2% | +281.6% | +306.9% |
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