-55.1%
FIS vs ALL
+32.6%
-87.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.0% |
| 7D | -27.4% | -0.1% | -27.2% | -27.6% |
| 30D | -16.8% | +13.8% | -30.6% | -20.9% |
| 3M | -32.6% | -2.8% | -29.9% | -32.5% |
| 6M | -33.4% | +23.7% | -57.1% | -37.1% |
| YTD | -56.0% | +27.3% | -83.3% | -58.6% |
| 1Y | -55.1% | +30.5% | -85.6% | -57.7% |
| All | -55.1% | +32.6% | -87.7% | -57.7% |
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