+45.6%
SO vs FIS
-18.3%
+63.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | -4.6% | -2.2% | -2.4% | -4.4% |
| 3M | -3.0% | +2.1% | -5.2% | -3.5% |
| 6M | -8.3% | -14.7% | +6.4% | -6.7% |
| YTD | +3.5% | -35.7% | +39.2% | +10.3% |
| 1Y | -0.9% | -37.1% | +36.1% | +5.8% |
| All | +45.6% | -18.3% | +63.9% | +40.8% |
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