+125.7%
FIS vs CAPR
-99.1%
+224.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | -2.2% | +139.2% | -141.4% | -3.1% |
| 3M | +2.1% | -66.4% | +68.5% | +2.5% |
| 6M | -14.7% | -63.1% | +48.5% | -14.5% |
| YTD | -35.7% | -67.4% | +31.7% | -35.5% |
| 1Y | -37.1% | +58.2% | -95.3% | -39.2% |
| 3Y | -20.0% | +42.2% | -62.2% | -23.7% |
| 5Y | -62.1% | +87.3% | -149.4% | -64.2% |
| 10Y | -37.4% | -75.3% | +37.9% | -42.7% |
| All | +125.7% | -99.1% | +224.8% | +96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling