+1,121.2%
SO vs FIS
+229.2%
+892.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.6% |
| 7D | -1.5% | -25.5% | +24.0% | +3.5% |
| 30D | +8.1% | -15.1% | +23.1% | +10.6% |
| 3M | +0.2% | -32.1% | +32.3% | +6.9% |
| 6M | +0.4% | -36.1% | +36.4% | +7.9% |
| YTD | +8.5% | -55.4% | +63.9% | +24.7% |
| 1Y | +4.9% | -53.9% | +58.8% | +19.7% |
| 3Y | +47.9% | -39.8% | +87.7% | +57.8% |
| 5Y | +75.7% | -71.1% | +146.8% | +111.7% |
| 10Y | +178.0% | -53.8% | +231.8% | +207.3% |
| All | +1,121.2% | +229.2% | +892.0% | +880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling