-40.5%
SE vs FIS
-40.6%
+0.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +3.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.6% |
| 30D | -0.1% | -7.8% | +7.7% | +2.4% |
| 3M | +34.1% | +0.8% | +33.3% | +32.2% |
| 6M | +23.2% | -21.9% | +45.1% | +31.4% |
| YTD | -11.2% | -39.5% | +28.3% | +0.9% |
| 1Y | -40.5% | -41.0% | +0.5% | -31.7% |
| All | -40.5% | -40.6% | +0.1% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling