-53.9%
FIS vs COMP
+16.2%
-70.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -13.0% | -2.9% |
| 7D | -25.5% | +13.4% | -38.9% | -26.3% |
| 30D | -15.1% | +11.1% | -26.1% | -15.9% |
| 3M | -32.1% | -18.8% | -13.3% | -30.8% |
| 6M | -36.1% | +10.5% | -46.6% | -37.0% |
| YTD | -55.4% | -3.4% | -52.0% | -54.1% |
| 1Y | -53.9% | +19.7% | -73.6% | -55.0% |
| All | -53.9% | +16.2% | -70.0% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling