-51.1%
FIS vs ALL
+42.7%
-93.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.9% | -26.6% | -24.5% |
| 7D | -18.4% | +7.5% | -26.0% | -20.7% |
| 30D | -11.4% | +19.7% | -31.1% | -17.0% |
| 3M | -32.0% | +2.9% | -34.9% | -33.1% |
| 6M | -35.6% | +23.5% | -59.1% | -39.3% |
| YTD | -53.8% | +31.1% | -84.9% | -56.9% |
| 1Y | -51.1% | +40.5% | -91.5% | -54.2% |
| All | -51.1% | +42.7% | -93.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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