-37.5%
FIS vs M
+159.6%
-197.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.8% |
| 7D | +1.5% | -3.3% | +4.8% | +1.8% |
| 30D | -11.8% | +8.1% | -19.9% | -12.8% |
| 3M | -28.5% | +2.2% | -30.7% | -28.9% |
| 6M | -27.0% | +35.1% | -62.2% | -29.8% |
| YTD | -53.1% | +15.8% | -68.9% | -54.2% |
| 1Y | -52.8% | +25.8% | -78.6% | -54.3% |
| All | -37.5% | +159.6% | -197.0% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling