-54.5%
FIS vs P
+713.7%
-768.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -2.7% |
| 7D | -25.5% | -23.8% | -1.7% | -22.7% |
| 30D | -15.1% | -36.6% | +21.6% | -10.0% |
| 3M | -32.1% | +10.9% | -43.0% | -34.3% |
| 6M | -36.1% | +30.0% | -66.0% | -40.6% |
| YTD | -55.4% | +44.4% | -99.8% | -59.7% |
| 1Y | -53.9% | +3.9% | -57.8% | -56.4% |
| 3Y | -39.8% | +176.6% | -216.3% | -56.2% |
| 5Y | -71.1% | +249.3% | -320.4% | -80.6% |
| All | -54.5% | +713.7% | -768.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling