+2,876.0%
DELL vs FIS
-55.0%
+2,931.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.5% | +1.5% |
| 7D | +17.1% | -3.5% | +20.6% | +18.6% |
| 30D | -35.1% | -19.4% | -15.6% | -31.1% |
| 3M | -23.3% | -31.6% | +8.3% | -13.8% |
| 6M | +55.8% | -32.5% | +88.4% | +73.4% |
| YTD | +198.0% | -56.0% | +253.9% | +292.0% |
| 1Y | +166.6% | -55.5% | +222.1% | +249.3% |
| 3Y | +427.6% | -41.3% | +469.0% | +489.8% |
| 5Y | +630.6% | -72.3% | +702.9% | +1,019.1% |
| All | +2,876.0% | -55.0% | +2,931.0% | +3,265.8% |
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