-77.1%
FIS vs COMP
-52.0%
-25.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -13.0% | -3.4% |
| 7D | -25.5% | +13.4% | -38.9% | -26.7% |
| 30D | -15.1% | +11.1% | -26.1% | -16.4% |
| 3M | -32.1% | -18.8% | -13.3% | -31.0% |
| 6M | -36.1% | +10.5% | -46.6% | -37.5% |
| YTD | -55.4% | -3.4% | -52.0% | -56.1% |
| 1Y | -53.9% | +19.7% | -73.6% | -55.8% |
| 3Y | -39.8% | +381.6% | -421.4% | -53.4% |
| 5Y | -71.1% | -17.6% | -53.5% | -74.9% |
| All | -77.1% | -52.0% | -25.1% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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