-70.4%
FIS vs COMP
-28.0%
-42.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.2% | +6.9% | -0.4% |
| 7D | -21.2% | -1.8% | -19.4% | -21.3% |
| 30D | -12.1% | -0.8% | -11.3% | -12.4% |
| 3M | -30.6% | -28.1% | -2.5% | -28.4% |
| 6M | -35.5% | +27.0% | -62.5% | -38.1% |
| YTD | -54.4% | -12.8% | -41.6% | -54.6% |
| 1Y | -52.9% | +4.9% | -57.8% | -54.2% |
| 3Y | -38.7% | +321.0% | -359.7% | -52.2% |
| 5Y | -70.4% | -25.6% | -44.8% | -71.4% |
| All | -70.4% | -28.0% | -42.5% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling