-38.4%
FIS vs COMP
+309.8%
-348.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.2% | +6.9% | -0.6% |
| 7D | -21.2% | -1.8% | -19.4% | -21.2% |
| 30D | -12.1% | -0.8% | -11.3% | -12.3% |
| 3M | -30.6% | -28.1% | -2.5% | -28.8% |
| 6M | -35.5% | +27.0% | -62.5% | -37.5% |
| YTD | -54.4% | -12.8% | -41.6% | -54.4% |
| 1Y | -52.9% | +4.9% | -57.8% | -53.7% |
| All | -38.4% | +309.8% | -348.1% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling