+206.8%
SLB vs FIS
+225.0%
-18.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +2.3% |
| 7D | +2.6% | -3.5% | +6.1% | +3.8% |
| 30D | +4.4% | -19.4% | +23.8% | +10.9% |
| 3M | -2.7% | -31.6% | +28.8% | +9.7% |
| 6M | -7.5% | -32.5% | +25.0% | +3.9% |
| YTD | +34.8% | -56.0% | +90.8% | +77.9% |
| 1Y | +44.6% | -55.5% | +100.1% | +89.9% |
| 3Y | +3.2% | -41.3% | +44.5% | +17.8% |
| 5Y | +73.6% | -72.3% | +145.8% | +155.1% |
| 10Y | -14.3% | -55.0% | +40.7% | +3.8% |
| All | +206.8% | +225.0% | -18.2% | +93.1% |
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