+372.3%
SE vs FIS
-64.5%
+436.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | -27.4% | +27.4% | +12.9% |
| 30D | -19.4% | -16.8% | -2.5% | -15.4% |
| 3M | -33.1% | -32.6% | -0.5% | -22.4% |
| 6M | -11.4% | -33.4% | +22.0% | +2.8% |
| YTD | -39.8% | -56.0% | +16.2% | -14.2% |
| 1Y | -50.5% | -55.1% | +4.6% | -30.3% |
| 3Y | +68.9% | -41.4% | +110.3% | +96.7% |
| 5Y | -77.1% | -72.7% | -4.4% | -59.4% |
| All | +372.3% | -64.5% | +436.9% | +573.4% |
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