-80.9%
FIG vs FIS
-51.0%
-29.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -0.3% |
| 7D | -14.5% | -9.1% | -5.4% | -7.2% |
| 30D | -13.3% | -10.4% | -2.9% | -4.9% |
| 3M | +7.4% | -3.7% | +11.1% | +10.0% |
| 6M | -27.8% | -24.8% | -3.0% | -9.6% |
| YTD | -41.1% | -41.6% | +0.5% | -16.5% |
| 1Y | -58.7% | -42.7% | -16.0% | -40.8% |
| All | -80.9% | -51.0% | -29.9% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling