+130.8%
SLB vs FIS
-62.1%
+192.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | +15.8% | -2.2% | +18.0% | +16.2% |
| 3M | -0.3% | +2.1% | -2.5% | -1.2% |
| 6M | +21.3% | -14.7% | +36.0% | +24.3% |
| YTD | +52.3% | -35.7% | +88.0% | +65.8% |
| 1Y | +63.6% | -37.1% | +100.7% | +78.7% |
| 3Y | +3.8% | -20.0% | +23.8% | +7.1% |
| All | +130.8% | -62.1% | +192.9% | +179.0% |
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