-35.4%
FIS vs BTSG
+389.4%
-424.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -7.9% | -3.3% | -4.6% | -7.8% |
| 30D | -8.0% | -1.6% | -6.4% | -7.9% |
| 3M | +0.6% | -6.9% | +7.5% | +0.8% |
| 6M | -22.2% | +42.1% | -64.3% | -24.8% |
| YTD | -40.8% | +56.8% | -97.6% | -43.2% |
| 1Y | -41.5% | +109.8% | -151.3% | -45.1% |
| All | -35.4% | +389.4% | -424.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling