-78.0%
SE vs FIS
-71.2%
-6.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.0% |
| 7D | +2.0% | -25.5% | +27.5% | +11.9% |
| 30D | -20.0% | -15.1% | -4.9% | -17.6% |
| 3M | -31.8% | -32.1% | +0.3% | -22.5% |
| 6M | -15.9% | -36.1% | +20.2% | -2.3% |
| YTD | -40.6% | -55.4% | +14.8% | -18.6% |
| 1Y | -50.7% | -53.9% | +3.2% | -33.5% |
| 3Y | +70.3% | -39.8% | +110.0% | +90.2% |
| All | -78.0% | -71.2% | -6.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling