-35.5%
FIS vs COMP
+29.1%
-64.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.2% | +6.9% | -1.1% |
| 7D | -21.2% | -1.8% | -19.4% | -21.1% |
| 30D | -12.1% | -0.8% | -11.3% | -12.2% |
| 3M | -30.6% | -28.1% | -2.5% | -29.4% |
| 6M | -35.5% | +27.0% | -62.5% | -35.6% |
| All | -35.5% | +29.1% | -64.6% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling