-55.3%
FIS vs CAPR
-64.9%
+9.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.5% |
| 7D | -29.4% | +36.0% | -65.5% | -29.7% |
| 30D | -16.7% | +25.8% | -42.5% | -17.0% |
| 3M | -33.0% | +140.8% | -173.8% | -33.9% |
| 6M | -33.3% | -67.6% | +34.2% | -33.1% |
| YTD | -56.0% | -65.9% | +9.9% | -55.9% |
| 1Y | -54.6% | +66.1% | -120.7% | -56.8% |
| 3Y | -40.6% | +256.9% | -297.5% | -46.0% |
| 5Y | -71.9% | +172.1% | -244.0% | -74.6% |
| 10Y | -55.3% | -64.7% | +9.4% | -62.3% |
| All | -55.3% | -64.9% | +9.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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