+750.1%
SAP vs FIS
+374.5%
+375.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.4% |
| 30D | +9.0% | -2.2% | +11.2% | +9.8% |
| 3M | +14.9% | +2.1% | +12.8% | +14.0% |
| 6M | +11.9% | -14.7% | +26.6% | +19.1% |
| YTD | -9.9% | -35.7% | +25.8% | +7.3% |
| 1Y | -19.5% | -37.1% | +17.5% | -3.5% |
| 3Y | +61.8% | -20.0% | +81.8% | +71.2% |
| 5Y | +56.2% | -62.1% | +118.3% | +112.8% |
| 10Y | +180.6% | -37.4% | +218.0% | +202.1% |
| All | +750.1% | +374.5% | +375.6% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling