-5.5%
SAP vs FIS
-54.6%
+49.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | -27.4% | +28.9% | +10.4% |
| 30D | +8.8% | -16.8% | +25.7% | +9.3% |
| 3M | +12.1% | -32.6% | +44.7% | +27.1% |
| 6M | +34.6% | -33.4% | +68.0% | +52.5% |
| YTD | -2.1% | -56.0% | +53.9% | +31.6% |
| 1Y | -5.5% | -55.1% | +49.5% | +25.6% |
| All | -5.5% | -54.6% | +49.0% | +25.6% |
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