+194.9%
SO vs FIS
-55.6%
+250.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | -27.4% | +27.3% | +6.4% |
| 30D | +8.7% | -16.8% | +25.5% | +12.1% |
| 3M | +3.4% | -32.6% | +36.0% | +11.7% |
| 6M | +3.7% | -33.4% | +37.1% | +11.9% |
| YTD | +10.0% | -56.0% | +66.1% | +31.0% |
| 1Y | +6.6% | -55.1% | +61.7% | +26.1% |
| 3Y | +52.5% | -41.4% | +93.9% | +64.3% |
| 5Y | +76.1% | -72.7% | +148.7% | +132.8% |
| 10Y | +194.9% | -55.5% | +250.3% | +260.4% |
| All | +194.9% | -55.6% | +250.4% | +260.4% |
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