+159.9%
DELL vs FIS
-53.6%
+213.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.2% | -11.3% | -7.3% |
| 7D | +4.9% | +2.8% | +2.1% | +4.8% |
| 30D | -32.1% | -16.7% | -15.4% | -31.2% |
| 3M | -30.2% | -32.3% | +2.1% | -29.7% |
| 6M | +41.7% | -29.1% | +70.8% | +43.2% |
| YTD | +176.6% | -54.1% | +230.7% | +231.7% |
| 1Y | +159.9% | -53.7% | +213.7% | +209.7% |
| All | +159.9% | -53.6% | +213.5% | +209.7% |
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