+562.3%
SE vs FIS
-52.3%
+614.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.5% |
| 7D | -4.8% | -8.9% | +4.1% | -0.3% |
| 30D | -18.1% | -9.9% | -8.2% | -14.1% |
| 3M | +30.6% | 0.0% | +30.7% | +29.2% |
| 6M | +20.8% | -22.9% | +43.7% | +35.8% |
| YTD | -15.6% | -40.9% | +25.3% | +8.5% |
| 1Y | -44.2% | -40.4% | -3.8% | -28.8% |
| 3Y | +181.5% | -25.4% | +206.9% | +204.7% |
| 5Y | -66.9% | -64.8% | -2.1% | -46.1% |
| All | +562.3% | -52.3% | +614.6% | +751.8% |
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