-40.2%
FIS vs CAPR
-77.1%
+36.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -5.9% |
| 7D | -3.5% | -9.5% | +6.0% | -3.3% |
| 30D | -7.8% | +121.5% | -129.3% | -8.9% |
| 3M | +0.8% | -65.4% | +66.2% | +1.3% |
| 6M | -21.9% | -67.5% | +45.6% | -21.5% |
| YTD | -39.5% | -68.6% | +29.1% | -39.2% |
| 1Y | -41.0% | +42.7% | -83.7% | -43.8% |
| 3Y | -23.6% | +43.4% | -67.0% | -29.3% |
| 5Y | -65.6% | +86.0% | -151.7% | -68.7% |
| 10Y | -40.2% | -77.4% | +37.2% | -47.6% |
| All | -40.2% | -77.1% | +36.9% | -47.6% |
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