-37.4%
FIS vs P
+732.0%
-769.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +1.1% | +6.5% | -5.5% | +0.1% |
| 30D | -2.2% | +18.8% | -21.0% | -5.2% |
| 3M | +2.1% | +26.7% | -24.6% | -2.7% |
| 6M | -14.7% | +62.2% | -76.8% | -22.8% |
| YTD | -35.7% | +48.5% | -84.2% | -41.4% |
| 1Y | -37.1% | +26.4% | -63.5% | -41.9% |
| 3Y | -20.0% | +159.4% | -179.4% | -40.0% |
| 5Y | -62.1% | +275.8% | -337.9% | -74.6% |
| All | -37.4% | +732.0% | -769.4% | -65.6% |
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