+363.5%
SE vs FIS
-63.0%
+426.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | -0.7% |
| 7D | -0.5% | +2.8% | -3.3% | -2.2% |
| 30D | -20.9% | -16.7% | -4.2% | -17.3% |
| 3M | -38.9% | -32.3% | -6.6% | -29.3% |
| 6M | -19.4% | -29.1% | +9.6% | -9.6% |
| YTD | -40.9% | -54.1% | +13.2% | -17.8% |
| 1Y | -46.2% | -53.7% | +7.5% | -25.5% |
| 3Y | +63.7% | -38.8% | +102.6% | +86.2% |
| 5Y | -77.9% | -71.1% | -6.8% | -62.1% |
| All | +363.5% | -63.0% | +426.5% | +545.3% |
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