-66.9%
FIS vs COMP
-47.7%
-19.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -2.2% | -13.3% | +11.1% | -0.8% |
| 3M | +2.1% | +41.1% | -39.0% | -2.0% |
| 6M | -14.7% | +17.2% | -31.8% | -17.2% |
| YTD | -35.7% | +5.2% | -40.9% | -37.0% |
| 1Y | -37.1% | +18.9% | -56.0% | -39.4% |
| 3Y | -20.0% | +215.9% | -235.9% | -34.8% |
| 5Y | -62.1% | -31.2% | -30.9% | -67.0% |
| All | -66.9% | -47.7% | -19.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling