-57.3%
FIG vs FIS
-40.9%
-16.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.9% | +0.2% | -0.3% |
| 7D | -16.4% | -3.5% | -12.9% | -13.8% |
| 30D | -2.3% | -7.8% | +5.5% | +5.0% |
| 3M | +7.8% | +0.8% | +7.0% | +5.8% |
| 6M | -21.8% | -21.9% | +0.1% | -3.0% |
| YTD | -39.1% | -39.5% | +0.4% | -12.1% |
| All | -57.3% | -40.9% | -16.5% | -35.8% |
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