+54.1%
SO vs FIS
-38.7%
+92.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -2.9% | +0.8% |
| 7D | +1.4% | +2.8% | -1.5% | +1.1% |
| 30D | +4.7% | -16.7% | +21.4% | +6.0% |
| 3M | +1.7% | -32.3% | +34.0% | +4.9% |
| 6M | +2.2% | -29.1% | +31.2% | +4.7% |
| YTD | +10.0% | -54.1% | +64.1% | +19.5% |
| 1Y | +6.0% | -53.7% | +59.8% | +15.0% |
| 3Y | +54.1% | -38.8% | +93.0% | +54.3% |
| All | +54.1% | -38.7% | +92.8% | +54.3% |
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