+230.6%
FIS vs ES
+750.8%
-520.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.0% |
| 7D | -25.5% | +1.9% | -27.4% | -26.3% |
| 30D | -15.1% | +7.1% | -22.1% | -17.9% |
| 3M | -32.1% | -1.9% | -30.2% | -31.8% |
| 6M | -36.1% | +4.4% | -40.4% | -37.6% |
| YTD | -55.4% | +7.3% | -62.7% | -57.4% |
| 1Y | -53.9% | +2.1% | -56.0% | -55.2% |
| 3Y | -39.8% | +41.8% | -81.6% | -51.0% |
| 5Y | -71.1% | +1.4% | -72.5% | -72.9% |
| 10Y | -53.8% | +86.8% | -140.6% | -69.1% |
| All | +230.6% | +750.8% | -520.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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