-79.1%
FIG vs FIS
-46.1%
-33.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -3.6% |
| 7D | -16.3% | +1.1% | -17.4% | -17.2% |
| 30D | -14.3% | -2.2% | -12.1% | -12.8% |
| 3M | +7.2% | +2.1% | +5.0% | +4.4% |
| 6M | -18.6% | -14.7% | -4.0% | -8.1% |
| YTD | -35.5% | -35.7% | +0.2% | -15.6% |
| 1Y | -55.8% | -37.1% | -18.7% | -41.6% |
| All | -79.1% | -46.1% | -33.0% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling