-46.2%
SE vs FIS
-53.6%
+7.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | +0.7% |
| 7D | -0.5% | +2.8% | -3.3% | -0.8% |
| 30D | -20.9% | -16.7% | -4.2% | -21.2% |
| 3M | -38.9% | -32.3% | -6.6% | -34.8% |
| 6M | -19.4% | -29.1% | +9.6% | -16.1% |
| YTD | -40.9% | -54.1% | +13.2% | -30.3% |
| 1Y | -46.2% | -53.7% | +7.5% | -36.6% |
| All | -46.2% | -53.6% | +7.4% | -36.6% |
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