+376.5%
FIS vs ALL
+1,002.5%
-626.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.2% | -1.5% | -0.7% | -1.7% |
| 3M | +2.1% | +23.6% | -21.5% | -6.8% |
| 6M | -14.7% | +22.3% | -37.0% | -21.9% |
| YTD | -35.7% | +26.5% | -62.2% | -42.2% |
| 1Y | -37.1% | +27.0% | -64.1% | -43.7% |
| 3Y | -20.0% | +149.6% | -169.6% | -47.5% |
| 5Y | -62.1% | +118.1% | -180.2% | -74.3% |
| 10Y | -37.4% | +369.0% | -406.4% | -69.5% |
| All | +376.5% | +1,002.5% | -626.0% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling