-55.5%
FIS vs ALL
+31.1%
-86.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.6% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -19.4% | +12.8% | -32.2% | -23.0% |
| 3M | -31.6% | +4.7% | -36.2% | -32.9% |
| 6M | -32.5% | +24.9% | -57.5% | -36.5% |
| YTD | -56.0% | +30.0% | -86.0% | -58.7% |
| 1Y | -55.5% | +29.9% | -85.5% | -58.3% |
| All | -55.5% | +31.1% | -86.7% | -58.3% |
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