+196.3%
SO vs FIS
-52.2%
+248.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -1.3% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | +7.8% | -11.8% | +19.6% | +9.7% |
| 3M | +2.9% | -28.5% | +31.5% | +9.7% |
| 6M | +2.5% | -27.0% | +29.5% | +8.3% |
| YTD | +10.3% | -53.1% | +63.4% | +29.3% |
| 1Y | +6.4% | -52.8% | +59.1% | +24.4% |
| 3Y | +52.8% | -37.5% | +90.3% | +62.1% |
| 5Y | +78.7% | -71.1% | +149.8% | +133.6% |
| 10Y | +196.3% | -52.0% | +248.3% | +256.4% |
| All | +196.3% | -52.2% | +248.5% | +256.4% |
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