-29.8%
SYK vs FIS
-40.6%
+10.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.3% |
| 7D | -12.3% | -8.9% | -3.4% | -9.5% |
| 30D | -22.4% | -9.9% | -12.5% | -19.8% |
| 3M | -12.3% | 0.0% | -12.3% | -11.5% |
| 6M | -24.3% | -22.9% | -1.4% | -19.7% |
| YTD | -22.8% | -40.9% | +18.1% | -11.0% |
| All | -29.8% | -40.6% | +10.7% | -19.1% |
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