-83.2%
FIG vs FIS
-63.1%
-20.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.8% |
| 7D | -12.6% | -29.4% | +16.8% | +2.6% |
| 30D | -13.8% | -16.7% | +3.0% | -12.0% |
| 3M | -16.7% | -33.0% | +16.3% | +1.9% |
| 6M | -6.1% | -33.3% | +27.2% | +14.9% |
| YTD | -48.1% | -56.0% | +7.9% | -18.3% |
| 1Y | -56.2% | -54.6% | -1.6% | -32.0% |
| All | -83.2% | -63.1% | -20.1% | -71.9% |
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