+75.1%
SAP vs FIS
-39.8%
+115.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.5% |
| 7D | -0.7% | -25.5% | +24.8% | +6.3% |
| 30D | +11.1% | -15.1% | +26.1% | +12.8% |
| 3M | +17.0% | -32.1% | +49.2% | +29.5% |
| 6M | +34.8% | -36.1% | +70.9% | +51.6% |
| YTD | -2.2% | -55.4% | +53.2% | +21.2% |
| 1Y | -6.4% | -53.9% | +47.4% | +14.9% |
| 3Y | +75.1% | -39.8% | +114.9% | +93.1% |
| All | +75.1% | -39.8% | +115.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling