+589.4%
SE vs FIS
-48.1%
+637.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -6.1% | +1.1% | -7.2% | -6.6% |
| 30D | -2.5% | -2.2% | -0.2% | -1.6% |
| 3M | +21.7% | +2.1% | +19.6% | +19.4% |
| 6M | +27.0% | -14.7% | +41.7% | +35.8% |
| YTD | -12.1% | -35.7% | +23.6% | +8.4% |
| 1Y | -40.9% | -37.1% | -3.9% | -26.6% |
| 3Y | +191.0% | -20.0% | +211.0% | +204.8% |
| 5Y | -68.3% | -62.1% | -6.2% | -50.1% |
| All | +589.4% | -48.1% | +637.5% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling