+192.9%
SO vs FIS
-55.0%
+247.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | -0.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | +4.9% | -19.4% | +24.4% | +8.9% |
| 3M | +0.8% | -31.6% | +32.3% | +8.4% |
| 6M | +0.6% | -32.5% | +33.1% | +8.2% |
| YTD | +8.7% | -56.0% | +64.6% | +29.2% |
| 1Y | +4.0% | -55.5% | +59.5% | +23.2% |
| 3Y | +50.6% | -41.3% | +91.9% | +62.0% |
| 5Y | +77.5% | -72.3% | +149.7% | +133.1% |
| All | +192.9% | -55.0% | +247.9% | +256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling