+40.7%
SLB vs FIS
-54.2%
+94.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | -7.1% | -25.5% | +18.4% | -7.3% |
| 30D | +4.1% | -15.1% | +19.1% | +4.0% |
| 3M | -2.6% | -32.1% | +29.5% | -3.2% |
| 6M | -8.6% | -36.1% | +27.5% | -9.1% |
| YTD | +32.2% | -55.4% | +87.6% | +40.9% |
| 1Y | +40.7% | -53.9% | +94.5% | +48.8% |
| All | +40.7% | -54.2% | +94.8% | +48.8% |
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