+376.5%
FIS vs M
+117.6%
+258.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.5% |
| 7D | +1.1% | +4.7% | -3.6% | +0.1% |
| 30D | -2.2% | -9.6% | +7.4% | -0.1% |
| 3M | +2.1% | +0.9% | +1.3% | +1.5% |
| 6M | -14.7% | +22.3% | -36.9% | -19.0% |
| YTD | -35.7% | +6.5% | -42.2% | -37.4% |
| 1Y | -37.1% | +38.8% | -75.8% | -42.3% |
| 3Y | -20.0% | +115.9% | -135.9% | -37.1% |
| 5Y | -62.1% | +28.6% | -90.8% | -68.6% |
| 10Y | -37.4% | -2.5% | -34.8% | -54.4% |
| All | +376.5% | +117.6% | +258.9% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling