-14.1%
DOW vs FIS
-32.2%
+18.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.1% | +8.0% | +2.5% |
| 7D | +3.7% | -3.5% | +7.2% | +3.9% |
| 30D | +16.3% | -19.4% | +35.7% | +18.7% |
| 3M | +9.7% | -31.6% | +41.3% | +11.0% |
| 6M | -14.1% | -32.5% | +18.5% | -13.0% |
| All | -14.1% | -32.2% | +18.1% | -13.0% |
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