-83.7%
FIG vs FIS
-62.6%
-21.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +3.2% |
| 7D | -13.1% | -25.5% | +12.4% | -2.0% |
| 30D | -13.0% | -15.1% | +2.1% | -12.2% |
| 3M | -21.5% | -32.1% | +10.6% | -4.6% |
| 6M | -2.5% | -36.1% | +33.6% | +23.1% |
| YTD | -49.7% | -55.4% | +5.7% | -21.3% |
| 1Y | -59.1% | -53.9% | -5.2% | -37.1% |
| All | -83.7% | -62.6% | -21.1% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling