+143.3%
DELL vs FIS
-50.5%
+193.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -23.7% | +14.8% | -9.1% |
| 7D | -24.6% | -18.4% | -6.2% | -23.8% |
| 30D | -32.5% | -11.4% | -21.1% | -31.4% |
| 3M | -20.2% | -32.0% | +11.8% | -20.0% |
| 6M | +76.5% | -35.6% | +112.1% | +79.2% |
| YTD | +198.9% | -53.8% | +252.7% | +239.9% |
| 1Y | +143.3% | -51.1% | +194.4% | +170.7% |
| All | +143.3% | -50.5% | +193.9% | +170.7% |
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