Appendix S3. Sensitivity analysis and additional results. 1. Alternative definition of the breeding success (BS’) All analyses were performed considering a more restricted definition of the breeding success BS’ (i.e., excluding “NB” pairs that did not lay in a given year). Table A9. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of breeding success (BS’) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012, n=644) in relation to climatic and oceanic conditions. NAO(qx), SST(qx) and Chl-a(qx) respectively denote the North Atlantic Oscillation index, Sea Surface Temperature and Chlorophyll a concentration computed for the xth quarter of the current year. NAO(t-1) denotes the North Atlantic Oscillation index computed for the 4th quarter of the previous year. Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for pair identity and nest identity are fitted for all models. Variance components for the global model are 0.67 and 0.0001 for pair identity and nest identity, respectively. Coefficients are in bold where CIs do not include zero. Only covariates occurring in the subset of best models (ΔAICc<2) are presented. Variable w β Lower CI Upper CI Chl-a(q3) 0.50 16.03 2.13 29.94 SST(q2) 0.85 0.75 0.09 1.42 Chl-a(q2) 0.56 2.9 0.41 5.41 SST(q3) 0.07 -0.18 -0.49 0.13 Chl-a(q1) 0.12 -3.22 -10.16 3.71 NAO(q2) 0.16 0.21 -0.21 0.64 NAO(t-1) 0.12 0.10 -0.46 0.68 SST(q1) 0.19 0.28 -0.49 1.06 NAO(q1) 0.05 -0.11 -0.55 0.31 Table A10. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of nest fidelity (FidNest, n=422) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012) in relation to (i) a reduced set of oceanic variables: Sea Surface Temperature computed for the 2nd quarter of the year (SST(q2)) and Chlorophyll a concentration computed for the 2nd and 3rd quarters (Chl-a(q2) and Chl-a(q3)); (ii) the breeding success at the pair level (BS’) and (iii) all first order interactions between BS’ and other covariates. Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for pair identity and nest identity are fitted for all models. Variance components of the global model are 0.07 and 0.1 for nest identity and year, respectively. Coefficients are in bold where CIs do not include zero. Only covariates occurring in the subset of best models (ΔAICc<2) are presented. Variable w β Lower CI Upper CI BS’ 1.0 3.94 0.16 7.74 Chl-a(q2) 0.64 6.76 -1.47 15.00 Chl-a(q3) 0.98 -40.46 -90.25 9.31 BS’×Chl-a(q2) 0.44 -7.38 -14.63 -0.15 BS’×Chl-a(q3) 0.54 -34.92 -82.72 12.87 SST(q2) 0.47 -0.63 -1.72 0.44 2. Individual-based approach In order to check that conclusions are robust to model and variable construction at the pair level (and in particular, FidNest , which quantifies nest fidelity at the pair level, whether or not mates remain together), we conducted alternative modeling of nest fidelity considering an individual-based approach (instead of pair-based), with separate datasets for males (n=323) and females (n=304). As in the main analysis, we examined the interactions between best environmental predictors of breeding success (determined using multi-model inference) and the individual breeding outcome (BS). In this analysis, individual identity (instead of pair identity) was fitted as a random effects variable in all models. Despite reduced sample sizes (due to individuals with unknown sex, which were not considered here), results were in qualitative agreement with the main analysis (see below). Table A11. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of nest fidelity (FidNest) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012) in relation to (i) a reduced set of oceanic variables: Sea Surface Temperature computed for the 2nd quarter of the year (SST(q2)) and Chlorophyll a concentration computed for the 2nd and 3rd quarters (Chl-a(q2) and Chl-a(q3)); (ii) the breeding success at the individual level (BS) and (iii) all first order interactions between BS and other covariates. Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for individual identity and nest identity are fitted for all models. Coefficients are in bold where 95% CIs do not include zero. Coefficients are in italics where 90% CIs do not include zero. Only covariates occurring in the subset of best models (ΔAICc<2) are presented. Males Variable w β Lower CI Upper CI BS 1 5.01 1.34 8.69 Chl-a(q3) O.99 -17.5 -45.58 10.39 BS×Chl-a(q3) 0.76 -41.9 -75.99 -8.01 Chl-a(q2) 0.45 1.5 -3.34 6.36 NAO(q2) 0.41 -0.13 -0.65 0.37 Females BS 1 1.60 -1.98 5.19 Chl-a(q2) 1 8.71 0.33 17.09 Chl-a(q3) 0.83 -85.6 -131.79 -39.58 BS×Chl-a(q2) 0.51 -7.6 -17.72 2.39 BS×Chl-a(q3) 0.36 37.6 -33.55 108.90 3. Use of composite environmental variables A. Principal Component Analysis We performed a Principal Component Analysis (PCA) on climatic and oceanic parameters, including all North Atlantic Oscillation (NAO(t-1), NAO(q1), NAO(q2), NAO(q3)), sea surface temperature (SST(q1), SST(q2), SST(q3)) and chlorophyll a (Chl-a(q1), Chl-a(q2), Chl-a(q3)) variables. Subsequent analysis was based on the first four axes of the PCA, which jointly explained more that 80% of the interannual variation in climatic and oceanic parameters (see Fig. A1 for a graphical representation of the first two axes. Figure A1. Biplots of the two first principal components (PC1 and PC2) obtained from Principal Component Analysis of climatic and oceanic parameters. The proportions of variance explained by PC1, PC2, PC3 and PC4 are 0.303, 0.261, 0.150 and 0.113, respectively. 0 2 4 11 2 0.4 0.6 4 -2 13 chla_Q1 108 5 SST_Q2 SST_Q1 0 7 12 SST_Q3 6 0.0 PC2 0.2 9 4 NA0_q1 -2 NA0_q3 NA0_q2 -0.4 -0.2 1 2 -0.6 chla_Q3chla_Q2 3 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 PC1 B. Relationship between principal components (PCs) and the breeding success (BS) We performed the same multi-model analysis as in the main results, considering the first four principal components of the PCA presented above in the global model. Model averaging results indicated that BS was strongly, negatively correlated to the second component of the PCA (PC2) (see Table A12 below). Table A12. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of breeding success (BS) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012, n=701) in relation to the principal components presented above (PC1 to PC4). Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for pair identity and nest identity are fitted for all models. Coefficients are in bold where CIs do not include zero. Only covariates occurring in the subset of best models (ΔAICc<2) are presented. Variable w β Lower CI Upper CI PC2 0.99 -0.27 -0.42 -0.12 PC4 0.3 -0.05 -0.21 0.11 PC1 0.3 -0.03 -0.13 0.07 PC3 0.27 -0.007 -0.14 0.13 C. Analysis of the interaction between breeding outcome at the pair level BS and composite environmental variables on nest fidelity FidNest We then examined the interaction between the first four principal components (PCs) of the above analysis and BS on Nest fidelity (FidNest). All first order interactions between BS and PCs were included in the global model as fixed effects variables. As in the main analysis, results uncovered significant negative interaction of BS and environmental quality. The best index of environmental quality (PC2, as uncovered from the above analysis) was strongly related to FidNest, in interaction with BS. As PC2 is negatively correlated with breeding success, the positive BS×PC2 interaction term means that FidNest is high for successful breeding pairs when conditions are bad, as in the main analysis (see Table A13 below). Table A13. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of nest fidelity (FidNest, n=445) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012) as a function of the interaction of the breeding success (BS) and the first four principal component of the principal component analysis presented above (PC1 to PC4). Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for pair identity and nest identity are fitted. Coefficients are in bold where CIs do not include zero. Variable w β Lower CI Upper CI BS 1.0 0.59 0.04 1.15 PC2 1.0 0.01 -0.38 0.41 BS×PC2 0.98 0.84 0.29 1.39 PC3 0.55 0.13 -0.12 0.37 PC4 0.48 -0.13 -0.39 0.13 PC1 0.45 0.11 -0.11 0.33 BS×PC3 0.18 0.17 -0.25 0.59 BS×PC1 0.15 -0.18 -0.60 0.23 BS×PC4 0.14 -0.13 -0.60 0.34 D. Alternative analysis excluding pairs monitored only once with a history of fidelity and non-fidelity to their nest In order to check that our general result is related to within pair variation (i.e., variation of the behavioral response of a given pair depending on environmental conditions) and not variation between pairs, we conducted the same analysis as above (section C of the present appendix) by keeping only breeding pairs monitored more than once with a history of fidelity and non-fidelity to their nest. Exclusion of the breeding pairs monitored only once for fidelity led to a significant reduction of sample size (n=337 instead of n=445 for the main analysis) but did not change the qualitative result. As in the main analysis, results uncovered significant negative interaction of BS and environmental quality. The best index of environmental quality (PC2, as uncovered from the above analysis) was strongly related to FidNest, in interaction with BS. (i.e., FidNest was high for successful breeding pairs when conditions were bad, as in the main analysis, see Table A14 below). Table A14. Model-averaged partial regression coefficients (β) and unconditional 95% confidence intervals (CIs) from generalized linear mixed-effects models of nest fidelity (FidNest, n=337) in the Monteiro’s Storm-petrel population monitored on Praia Islet (2000–2012) as a function of the interaction of the breeding success (BS) and the first four principal component of the principal component analysis presented above (PC1 to PC4). Akaike weight (w) for a covariate indicates relative importance of the covariate based on summing weights across models where the covariate occurs. Random effects for pair identity and nest identity are fitted. Coefficients are in bold where CIs do not include zero. Variable w β Lower CI Upper CI PC2 1.0 0.11 -0.34 0.56 BS 0.98 0.37 -0.30 1.03 BS×PC2 0.88 0.81 0.19 1.43 PC4 0.47 -0.14 -0.43 0.15 PC3 0.44 0.04 -0.29 0.38 PC1 0.35 -0.03 -0.27 0.20 BS×PC3 0.18 0.31 -0.20 0.82 BS×PC4 0.13 -0.14 -0.67 0.39 BS×PC1 0.10 0.09 -0.39 0.57 4. Predictability of individual reproductive outcome in good versus bad years We investigated the predictability of reproductive outcome of pairs in good and in bad years by (1) considering the breeding success of a given pair in a given year t (BSt) as a predictor of the breeding success of the pair in year t+1 (BSt+1); (2) considering the three univariate predictors of BS as indices of environmental quality in year t; (3) considering a dichotomy between “good” and “bad” years (t) based on these indices (median cuts); (4) assessing the statistical relationships between BSt+1 and BSt in good versus bad years. Results indicate that BSt+1 is generally positively correlated with BSt when conditions in year t are unfavorable, and that this statistical association disappears when year t offers favorable conditions (see Table A15 below). Table A15. Generalized linear mixed-effects model of pair breeding success in year t+1 (BSt+1). The fixed effects independent variable is the breeding success in the year t (BSt). Models are fitted for several datasets corresponding to “good” or “bad” years according to three different oceanic and climatic parameters (see text). In each model, random effects for pair identity, nest identity and year were fitted. n is the sample size. Envir. index Type of year Variable n Estimate St.Error Z-value Chl-a(q2) Good BSt 210 0.25 0.38 0.64 Bad BSt 138 1.26 0.53 2.39 Good BSt 200 -0.13 0.39 -0.34 Bad BSt 148 1.37 0.49 2.75 Good BSt 197 2.45 1.16 2.1 Bad BSt 151 0.63 0.38 1.7 Chl-a(q3) NAO(q2)