-15.9%
SE vs FIS
-37.0%
+21.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.2% |
| 7D | +2.0% | -25.5% | +27.5% | +2.9% |
| 30D | -20.0% | -15.1% | -4.9% | -22.5% |
| 3M | -31.8% | -32.1% | +0.3% | -28.5% |
| 6M | -15.9% | -36.1% | +20.2% | -9.6% |
| All | -15.9% | -37.0% | +21.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling