-52.0%
FIG vs FIS
-53.6%
+1.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +0.6% |
| 7D | +3.4% | +2.8% | +0.6% | +1.6% |
| 30D | -9.5% | -16.7% | +7.3% | -7.0% |
| 3M | -26.2% | -32.3% | +6.1% | -7.7% |
| 6M | +2.7% | -29.1% | +31.7% | +22.1% |
| YTD | -48.0% | -54.1% | +6.2% | -8.1% |
| 1Y | -52.0% | -53.7% | +1.7% | -15.9% |
| All | -52.0% | -53.6% | +1.5% | -15.9% |
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 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