-4.1%
SAP vs FIS
-54.5%
+50.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +1.6% | -29.4% | +31.0% | +12.3% |
| 30D | +10.5% | -16.7% | +27.3% | +11.0% |
| 3M | +15.2% | -33.0% | +48.1% | +31.0% |
| 6M | +36.7% | -33.3% | +70.0% | +54.8% |
| YTD | -0.6% | -56.0% | +55.4% | +33.7% |
| All | -4.1% | -54.5% | +50.5% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling