+237.8%
FIS vs BG
+1,131.5%
-893.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +1.1% | +2.8% | -1.7% | +0.4% |
| 30D | -2.2% | +12.0% | -14.3% | -4.9% |
| 3M | +2.1% | -7.7% | +9.8% | +3.5% |
| 6M | -14.7% | +4.5% | -19.2% | -16.4% |
| YTD | -35.7% | +35.7% | -71.4% | -41.1% |
| 1Y | -37.1% | +50.1% | -87.1% | -44.0% |
| 3Y | -20.0% | +12.6% | -32.6% | -24.7% |
| 5Y | -62.1% | +75.4% | -137.6% | -68.6% |
| 10Y | -37.4% | +150.5% | -187.9% | -54.9% |
| All | +237.8% | +1,131.5% | -893.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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