+694.6%
DELL vs FIS
-22.6%
+717.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +2.7% |
| 7D | +25.6% | -3.5% | +29.1% | +26.2% |
| 30D | +17.7% | -7.8% | +25.5% | +18.8% |
| 3M | +33.4% | +0.8% | +32.6% | +31.1% |
| 6M | +266.2% | -21.9% | +288.1% | +280.8% |
| YTD | +328.0% | -39.5% | +367.5% | +376.9% |
| 1Y | +339.6% | -41.0% | +380.6% | +392.2% |
| 3Y | +694.6% | -23.6% | +718.2% | +718.2% |
| All | +694.6% | -22.6% | +717.2% | +718.2% |
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