+388.0%
DELL vs FIS
-38.7%
+426.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.2% | -11.3% | -7.7% |
| 7D | +4.9% | +2.8% | +2.1% | +4.5% |
| 30D | -32.1% | -16.7% | -15.4% | -30.8% |
| 3M | -30.2% | -32.3% | +2.1% | -27.2% |
| 6M | +41.7% | -29.1% | +70.8% | +46.2% |
| YTD | +176.6% | -54.1% | +230.7% | +217.5% |
| 1Y | +159.9% | -53.7% | +213.7% | +197.5% |
| 3Y | +388.0% | -38.8% | +426.8% | +433.3% |
| All | +388.0% | -38.7% | +426.7% | +433.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling