+53.1%
DOW vs FIS
-52.2%
+105.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.7% | -3.3% | +2.7% |
| 7D | -0.5% | +1.5% | -2.0% | -0.7% |
| 30D | +15.7% | -11.8% | +27.5% | +17.1% |
| 3M | +5.3% | -28.5% | +33.8% | +7.2% |
| 6M | -14.2% | -27.0% | +12.8% | -12.1% |
| YTD | +43.9% | -53.1% | +97.0% | +79.4% |
| 1Y | +53.1% | -52.8% | +105.8% | +89.2% |
| All | +53.1% | -52.2% | +105.2% | +89.2% |
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 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