-52.0%
FIS vs P
+686.0%
-738.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.4% | +2.3% | +6.1% |
| 7D | +1.5% | -4.7% | +6.2% | +2.0% |
| 30D | -11.8% | -31.4% | +19.6% | -7.6% |
| 3M | -28.5% | -2.6% | -25.9% | -29.3% |
| 6M | -27.0% | +21.9% | -49.0% | -31.2% |
| YTD | -53.1% | +58.9% | -112.0% | -58.2% |
| 1Y | -52.8% | +21.7% | -74.5% | -56.4% |
| 3Y | -37.5% | +193.3% | -230.8% | -54.8% |
| 5Y | -71.1% | +275.1% | -346.2% | -80.8% |
| 10Y | -52.0% | +655.3% | -707.3% | -74.0% |
| All | -52.0% | +686.0% | -738.0% | -74.0% |
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