-77.4%
FIS vs COMP
-53.0%
-24.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.7% |
| 7D | -27.4% | +7.2% | -34.6% | -28.2% |
| 30D | -16.8% | +6.4% | -23.2% | -17.8% |
| 3M | -32.6% | -19.4% | -13.2% | -31.5% |
| 6M | -33.4% | +14.6% | -48.0% | -35.1% |
| YTD | -56.0% | -5.5% | -50.6% | -56.7% |
| 1Y | -55.1% | +13.7% | -68.7% | -56.7% |
| 3Y | -41.4% | +409.7% | -451.1% | -55.0% |
| 5Y | -72.7% | -17.0% | -55.6% | -76.3% |
| All | -77.4% | -53.0% | -24.4% | -80.3% |
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