-55.7%
FIS vs EQX
+232.0%
-287.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -7.9% | -3.2% | -4.7% | -7.7% |
| 30D | -8.0% | +7.8% | -15.7% | -8.5% |
| 3M | +0.6% | +21.3% | -20.7% | -1.0% |
| 6M | -22.2% | -22.4% | +0.2% | -21.3% |
| YTD | -40.8% | -11.3% | -29.5% | -41.0% |
| 1Y | -41.5% | +13.5% | -55.0% | -43.1% |
| 3Y | -25.5% | +162.1% | -187.6% | -34.6% |
| 5Y | -64.8% | +84.2% | -149.0% | -69.9% |
| All | -55.7% | +232.0% | -287.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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