-32.0%
FIS vs FICO
-32.6%
+0.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.2% | -20.4% | -23.1% |
| 7D | -18.4% | +0.4% | -18.8% | -18.2% |
| 30D | -11.4% | +1.7% | -13.0% | -11.3% |
| 3M | -32.0% | -33.0% | +1.1% | -30.5% |
| All | -32.0% | -32.6% | +0.6% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 3mo: compounded portfolio wealth divided by compounded FICO 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…
3mo analysis · Full analysis span regression · Available span rolling