+224.0%
SAP vs FIS
-55.6%
+279.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | -27.4% | +28.9% | +11.9% |
| 30D | +8.8% | -16.8% | +25.7% | +13.5% |
| 3M | +12.1% | -32.6% | +44.7% | +26.6% |
| 6M | +34.6% | -33.4% | +68.0% | +53.0% |
| YTD | -2.1% | -56.0% | +53.9% | +29.7% |
| 1Y | -5.5% | -55.1% | +49.5% | +24.1% |
| 3Y | +67.4% | -41.4% | +108.9% | +92.7% |
| 5Y | +74.6% | -72.7% | +147.2% | +166.0% |
| 10Y | +224.0% | -55.5% | +279.5% | +310.2% |
| All | +224.0% | -55.6% | +279.6% | +310.2% |
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