+47.9%
SO vs FIS
-39.8%
+87.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.9% |
| 7D | -1.5% | -25.5% | +24.0% | +0.9% |
| 30D | +8.1% | -15.1% | +23.1% | +9.2% |
| 3M | +0.2% | -32.1% | +32.3% | +3.3% |
| 6M | +0.4% | -36.1% | +36.4% | +3.9% |
| YTD | +8.5% | -55.4% | +63.9% | +18.2% |
| 1Y | +4.9% | -53.9% | +58.8% | +13.6% |
| 3Y | +47.9% | -39.8% | +87.7% | +48.2% |
| All | +47.9% | -39.8% | +87.7% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling