-55.3%
FIS vs COO
+40.7%
-96.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -29.4% | +4.3% | -33.7% | -31.2% |
| 30D | -16.7% | +17.6% | -34.3% | -23.0% |
| 3M | -33.0% | -13.9% | -19.1% | -29.6% |
| 6M | -33.3% | +6.6% | -39.9% | -36.5% |
| YTD | -56.0% | -22.0% | -34.0% | -51.9% |
| 1Y | -54.6% | -8.8% | -45.8% | -53.8% |
| 3Y | -40.6% | -21.5% | -19.2% | -38.6% |
| 5Y | -71.9% | -41.0% | -30.9% | -67.2% |
| 10Y | -55.3% | +40.9% | -96.2% | -63.2% |
| All | -55.3% | +40.7% | -96.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling