+55.8%
DELL vs FIS
-32.2%
+88.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.5% | -0.6% |
| 7D | +17.1% | -3.5% | +20.6% | +16.9% |
| 30D | -35.1% | -19.4% | -15.6% | -33.3% |
| 3M | -23.3% | -31.6% | +8.3% | -23.9% |
| 6M | +55.8% | -32.5% | +88.4% | +66.1% |
| All | +55.8% | -32.2% | +88.0% | +66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling