+186.8%
SO vs FIS
-54.6%
+241.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -1.1% | -29.4% | +28.3% | +6.1% |
| 30D | +8.6% | -16.7% | +25.3% | +11.9% |
| 3M | +1.8% | -33.0% | +34.8% | +10.1% |
| 6M | +3.6% | -33.3% | +37.0% | +11.8% |
| YTD | +9.9% | -56.0% | +65.9% | +30.9% |
| 1Y | +5.7% | -54.6% | +60.3% | +24.7% |
| 3Y | +52.5% | -40.6% | +93.1% | +63.7% |
| 5Y | +77.3% | -71.9% | +149.3% | +131.8% |
| 10Y | +186.8% | -55.3% | +242.1% | +250.1% |
| All | +186.8% | -54.6% | +241.4% | +250.1% |
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 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