+200.8%
SLB vs FIS
+229.2%
-28.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | -7.1% | -25.5% | +18.4% | +2.3% |
| 30D | +4.1% | -15.1% | +19.1% | +8.4% |
| 3M | -2.6% | -32.1% | +29.5% | +10.4% |
| 6M | -8.6% | -36.1% | +27.5% | +4.9% |
| YTD | +32.2% | -55.4% | +87.6% | +73.9% |
| 1Y | +40.7% | -53.9% | +94.5% | +82.3% |
| 3Y | -4.5% | -39.8% | +35.2% | +8.0% |
| 5Y | +66.4% | -71.1% | +137.5% | +140.4% |
| 10Y | -15.1% | -53.8% | +38.7% | +2.1% |
| All | +200.8% | +229.2% | -28.4% | +88.8% |
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 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