-27.0%
FIS vs NOC
+1.8%
-28.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.5% |
| 7D | +1.5% | +4.9% | -3.4% | -0.8% |
| 30D | -11.8% | +13.6% | -25.4% | -13.6% |
| 3M | -28.5% | -3.9% | -24.7% | -27.4% |
| 6M | -27.0% | +1.4% | -28.4% | -27.2% |
| All | -27.0% | +1.8% | -28.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 6mo: compounded portfolio wealth divided by compounded NOC 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…
6mo analysis · Full analysis span regression · 6 months rolling