+6.6%
SO vs FIS
-54.6%
+61.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | -27.4% | +27.3% | +0.5% |
| 30D | +8.7% | -16.8% | +25.5% | +9.4% |
| 3M | +3.4% | -32.6% | +36.0% | +3.5% |
| 6M | +3.7% | -33.4% | +37.1% | +3.4% |
| YTD | +10.0% | -56.0% | +66.1% | +7.2% |
| 1Y | +6.6% | -55.1% | +61.7% | +3.6% |
| All | +6.6% | -54.6% | +61.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling