+51.9%
DOW vs FIS
-50.5%
+102.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.7% | +20.4% | -1.1% |
| 7D | -4.2% | -18.4% | +14.2% | -2.5% |
| 30D | +14.7% | -11.4% | +26.1% | +16.3% |
| 3M | +9.1% | -32.0% | +41.0% | +11.4% |
| 6M | -17.7% | -35.6% | +17.9% | -14.5% |
| YTD | +44.6% | -53.8% | +98.4% | +76.7% |
| 1Y | +51.9% | -51.1% | +103.0% | +76.3% |
| All | +51.9% | -50.5% | +102.4% | +76.3% |
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 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