+4,404.4%
DELL vs FIS
-39.8%
+4,444.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -7.9% | +16.1% | +11.4% |
| 30D | +17.1% | -8.0% | +25.1% | +20.6% |
| 3M | +45.2% | +0.6% | +44.6% | +41.8% |
| 6M | +286.8% | -22.2% | +309.0% | +315.9% |
| YTD | +354.8% | -40.8% | +395.6% | +447.8% |
| 1Y | +358.3% | -41.5% | +399.8% | +453.0% |
| 3Y | +724.9% | -25.5% | +750.4% | +765.5% |
| 5Y | +1,193.7% | -64.8% | +1,258.5% | +1,768.1% |
| All | +4,404.4% | -39.8% | +4,444.2% | +4,912.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling